scenario_id
int64 0
1,000k
| asset_source_name
stringclasses 24
values | garch_params_used_for_sim_str
stringlengths 183
255
| strategy_params_str
stringlengths 1.46k
1.49k
| strategy_exit_rules_str
stringlengths 237
251
|
|---|---|---|---|---|
1,600 |
NIFTYENERGY
|
{'omega': 0.27043397358712373, 'alpha': [0.08856792148563578], 'beta': [0.9094320785143644], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.026846093193355, 'historical_segment_start_price': 14466.15, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 311.7544175735802, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 53, 'MAX_CONCURRENT_UNITS': 98, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 76147.35338091014, 'LEVERAGE': 22, 'UNIT_BUDGET': 771.581349997824, 'INITIAL_MARGIN_PER_UNIT': 14.170655344253646, 'MAX_TRADING_CAPITAL_FOR_UNITS': 76147.35338091014, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.170655344253646, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001718157867123423, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 82, 'PENALTY_DURATION_MULTIPLIER': 2.5338844728154397, 'MAX_PENALTY_DURATION_HOURS': 524, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.043071384817341, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 124, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 7440}
|
{'small_calls': {'min_pnl_target': 0.019245648028679094, 'max_pnl_target': 0.14626235954638764, 'max_calls_for_rule': 27}, 'moderate_calls': {'min_pnl_target': 0.06033081435555162, 'max_pnl_target': 0.18773599285974907, 'max_calls_for_rule': 48}}
|
1,601 |
ADAUSD
|
{'omega': 1.5112516371099054, 'alpha': [0.06824546197757587], 'beta': [0.8776078425488228], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.016210720560676628, 'historical_segment_start_price': 3.041, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 732.9946400356973, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 76, 'MAX_CONCURRENT_UNITS': 60, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 63800.40986545132, 'LEVERAGE': 54, 'UNIT_BUDGET': 1046.183814218175, 'INITIAL_MARGIN_PER_UNIT': 13.573974815475877, 'MAX_TRADING_CAPITAL_FOR_UNITS': 63800.40986545132, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.573974815475877, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003839186746324724, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 61, 'PENALTY_DURATION_MULTIPLIER': 2.7806482509736914, 'MAX_PENALTY_DURATION_HOURS': 724, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.05110680859770128, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 48, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 2880}
|
{'small_calls': {'min_pnl_target': 0.033554198480893346, 'max_pnl_target': 0.14362904337709562, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.015154860189225093, 'max_pnl_target': 0.18494025663186728, 'max_calls_for_rule': 63}}
|
1,602 |
NIFTYENERGY
|
{'omega': 0.42518742051819547, 'alpha': [0.06337123880678178], 'beta': [0.9346287611932182], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01155424859354835, 'historical_segment_start_price': 16376.65, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 893.9483141599441, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 204, 'MAX_CONCURRENT_UNITS': 25, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 59016.40368390683, 'LEVERAGE': 80, 'UNIT_BUDGET': 2300.360948615407, 'INITIAL_MARGIN_PER_UNIT': 11.1743539269993, 'MAX_TRADING_CAPITAL_FOR_UNITS': 59016.40368390683, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.1743539269993, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003359546434605875, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 119, 'PENALTY_DURATION_MULTIPLIER': 1.6955550890432605, 'MAX_PENALTY_DURATION_HOURS': 372, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.081961549827157, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 71, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 4260}
|
{'small_calls': {'min_pnl_target': 0.042325441385043384, 'max_pnl_target': 0.16017257638862598, 'max_calls_for_rule': 68}, 'moderate_calls': {'min_pnl_target': 0.06893553740858657, 'max_pnl_target': 0.26612870285186563, 'max_calls_for_rule': 198}}
|
1,603 |
GOOGLUSD
|
{'omega': 2.126974585848573, 'alpha': [0.0855294018364089], 'beta': [0.912470598163591], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.03012961592092869, 'historical_segment_start_price': 2288.92, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 523.4154913071759, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 305, 'MAX_CONCURRENT_UNITS': 80, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 198643.6671599582, 'LEVERAGE': 65, 'UNIT_BUDGET': 2469.672458592007, 'INITIAL_MARGIN_PER_UNIT': 8.052546020110398, 'MAX_TRADING_CAPITAL_FOR_UNITS': 198643.6671599582, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.052546020110398, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002135480597324644, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 112, 'PENALTY_DURATION_MULTIPLIER': 2.3124431058067243, 'MAX_PENALTY_DURATION_HOURS': 822, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3964029104532199, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 76, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 16, 'NON_TRADEABLE_WINDOW': 4560}
|
{'small_calls': {'min_pnl_target': 0.04560840762763307, 'max_pnl_target': 0.164957648039537, 'max_calls_for_rule': 145}, 'moderate_calls': {'min_pnl_target': 0.09733212902774663, 'max_pnl_target': 0.2704532027210246, 'max_calls_for_rule': 204}}
|
1,604 |
NIFTYFIN
|
{'omega': 0.7948835626229752, 'alpha': [0.08979134986471951], 'beta': [0.9082086501352805], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.023160906775191833, 'historical_segment_start_price': 18554.4, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 558.5002515787606, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 137, 'MAX_CONCURRENT_UNITS': 115, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 162724.36567772765, 'LEVERAGE': 55, 'UNIT_BUDGET': 1410.57604770552, 'INITIAL_MARGIN_PER_UNIT': 10.154550028704739, 'MAX_TRADING_CAPITAL_FOR_UNITS': 162724.36567772765, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.154550028704739, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0020852205914429003, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 167, 'PENALTY_DURATION_MULTIPLIER': 2.8577154330556374, 'MAX_PENALTY_DURATION_HOURS': 1017, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.0243686588618615, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 50, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 3000}
|
{'small_calls': {'min_pnl_target': 0.050340154028229736, 'max_pnl_target': 0.18970881351390473, 'max_calls_for_rule': 78}, 'moderate_calls': {'min_pnl_target': 0.04909501326147856, 'max_pnl_target': 0.21226905254668574, 'max_calls_for_rule': 122}}
|
1,605 |
BTCUSD
|
{'omega': 2.4467664239387124, 'alpha': [0.0546634727580902], 'beta': [0.9433365272419099], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3444.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 692.7553946564369, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 69, 'MAX_CONCURRENT_UNITS': 255, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 183839.7538377493, 'LEVERAGE': 68, 'UNIT_BUDGET': 718.4071752911666, 'INITIAL_MARGIN_PER_UNIT': 10.187579333182896, 'MAX_TRADING_CAPITAL_FOR_UNITS': 183839.7538377493, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.187579333182896, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004447227242971233, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 85, 'PENALTY_DURATION_MULTIPLIER': 2.8405628510999894, 'MAX_PENALTY_DURATION_HOURS': 1105, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2990807113030458, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 120, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7200}
|
{'small_calls': {'min_pnl_target': 0.01832657515029988, 'max_pnl_target': 0.08981390861862584, 'max_calls_for_rule': 30}, 'moderate_calls': {'min_pnl_target': 0.0778569673110796, 'max_pnl_target': 0.3215216301481536, 'max_calls_for_rule': 48}}
|
1,606 |
ETHUSD
|
{'omega': 2.148559567130617, 'alpha': [0.07187678309651384], 'beta': [0.9261232169034862], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 142.36929342, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 427.5267267649483, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 89, 'MAX_CONCURRENT_UNITS': 176, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 162858.64530268687, 'LEVERAGE': 42, 'UNIT_BUDGET': 921.5954716241165, 'INITIAL_MARGIN_PER_UNIT': 10.179207780117817, 'MAX_TRADING_CAPITAL_FOR_UNITS': 162858.64530268687, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.179207780117817, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00400847321339989, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 70, 'PENALTY_DURATION_MULTIPLIER': 2.539216756059097, 'MAX_PENALTY_DURATION_HOURS': 796, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.26730087042529127, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 85, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 5100}
|
{'small_calls': {'min_pnl_target': 0.02896565999208067, 'max_pnl_target': 0.15014267216009605, 'max_calls_for_rule': 53}, 'moderate_calls': {'min_pnl_target': 0.02394860489689033, 'max_pnl_target': 0.26105677560184126, 'max_calls_for_rule': 58}}
|
1,607 |
ADAUSD
|
{'omega': 0.6750014127421146, 'alpha': [0.06556452911019556], 'beta': [0.9324354708898045], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.058693700798721, 'historical_segment_start_price': 0.4165, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1147.1064786861214, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 139, 'MAX_CONCURRENT_UNITS': 111, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 153530.0813565616, 'LEVERAGE': 117, 'UNIT_BUDGET': 1374.4765557330127, 'INITIAL_MARGIN_PER_UNIT': 9.804328877659158, 'MAX_TRADING_CAPITAL_FOR_UNITS': 153530.0813565616, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.804328877659158, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014028445056944872, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 93, 'PENALTY_DURATION_MULTIPLIER': 2.5520612778749254, 'MAX_PENALTY_DURATION_HOURS': 244, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1928044854146253, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 83, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 4980}
|
{'small_calls': {'min_pnl_target': 0.021924025706883853, 'max_pnl_target': 0.08787545582991069, 'max_calls_for_rule': 70}, 'moderate_calls': {'min_pnl_target': 0.0365546815493879, 'max_pnl_target': 0.27719508810774346, 'max_calls_for_rule': 117}}
|
1,608 |
NIFTYFMCG
|
{'omega': 0.28528993286502985, 'alpha': [0.08624486984995981], 'beta': [0.9117551301500402], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.718187665111284, 'historical_segment_start_price': 45632.3, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 966.1376509526524, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 42, 'MAX_CONCURRENT_UNITS': 446, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 158687.03274811283, 'LEVERAGE': 118, 'UNIT_BUDGET': 355.52195353542726, 'INITIAL_MARGIN_PER_UNIT': 8.187607211463156, 'MAX_TRADING_CAPITAL_FOR_UNITS': 158687.03274811283, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.187607211463156, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002343068866252564, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 118, 'PENALTY_DURATION_MULTIPLIER': 2.645204818439414, 'MAX_PENALTY_DURATION_HOURS': 968, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2976038431489016, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 103, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 6180}
|
{'small_calls': {'min_pnl_target': 0.01747515336987747, 'max_pnl_target': 0.071034348955927, 'max_calls_for_rule': 18}, 'moderate_calls': {'min_pnl_target': 0.04175386802482376, 'max_pnl_target': 0.25638747689044766, 'max_calls_for_rule': 30}}
|
1,609 |
BTCUSD
|
{'omega': 17.28381115861358, 'alpha': [0.1737681068063646], 'beta': [0.8242386062003758], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 588.02, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 196.43163211999502, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 189, 'MAX_CONCURRENT_UNITS': 76, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 106093.46144560458, 'LEVERAGE': 27, 'UNIT_BUDGET': 1383.887235189215, 'INITIAL_MARGIN_PER_UNIT': 7.275245634073889, 'MAX_TRADING_CAPITAL_FOR_UNITS': 106093.46144560458, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.275245634073889, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010478258488477695, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 153, 'PENALTY_DURATION_MULTIPLIER': 2.031775705414664, 'MAX_PENALTY_DURATION_HOURS': 1116, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.12863018050784472, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 148, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 8880}
|
{'small_calls': {'min_pnl_target': 0.017338493121661566, 'max_pnl_target': 0.1403765036261751, 'max_calls_for_rule': 86}, 'moderate_calls': {'min_pnl_target': 0.09661607558249323, 'max_pnl_target': 0.1973593642908961, 'max_calls_for_rule': 179}}
|
1,610 |
ETHUSD
|
{'omega': 0.9184173298849692, 'alpha': [0.0773013563420233], 'beta': [0.9070519435502392], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02567542768050207, 'historical_segment_start_price': 1690.4, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 901.0313229235468, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 162, 'MAX_CONCURRENT_UNITS': 76, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 99425.95545767204, 'LEVERAGE': 113, 'UNIT_BUDGET': 1302.0211402913362, 'INITIAL_MARGIN_PER_UNIT': 7.973728521447317, 'MAX_TRADING_CAPITAL_FOR_UNITS': 99425.95545767204, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.973728521447317, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004906779965005332, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 64, 'PENALTY_DURATION_MULTIPLIER': 2.0279264872362175, 'MAX_PENALTY_DURATION_HOURS': 323, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5311818355558872, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 64, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3840}
|
{'small_calls': {'min_pnl_target': 0.026935800618586855, 'max_pnl_target': 0.09247694081111364, 'max_calls_for_rule': 68}, 'moderate_calls': {'min_pnl_target': 0.08020680510999965, 'max_pnl_target': 0.25420332390570105, 'max_calls_for_rule': 111}}
|
1,611 |
BNBUSD
|
{'omega': 1.1188231714145156, 'alpha': [0.0949123745694169], 'beta': [0.9030876254305832], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.014588206225138642, 'historical_segment_start_price': 26.8176, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 195.23635100412633, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 33, 'MAX_CONCURRENT_UNITS': 183, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 76351.15382113936, 'LEVERAGE': 16, 'UNIT_BUDGET': 417.06329853190795, 'INITIAL_MARGIN_PER_UNIT': 12.202271937757896, 'MAX_TRADING_CAPITAL_FOR_UNITS': 76351.15382113936, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.202271937757896, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001506383356091218, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 134, 'PENALTY_DURATION_MULTIPLIER': 2.8970795896901644, 'MAX_PENALTY_DURATION_HOURS': 173, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2750984947395408, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 56, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3360}
|
{'small_calls': {'min_pnl_target': 0.010372129325635544, 'max_pnl_target': 0.07719064336340786, 'max_calls_for_rule': 13}, 'moderate_calls': {'min_pnl_target': 0.016396556532661963, 'max_pnl_target': 0.162659048083167, 'max_calls_for_rule': 29}}
|
1,612 |
NIFTY50
|
{'omega': 0.2529574341968642, 'alpha': [0.07698891851729288], 'beta': [0.8241171455914548], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.015885567478043688, 'historical_segment_start_price': 10715.75, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 575.6316443403666, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 93, 'MAX_CONCURRENT_UNITS': 73, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 96591.69612713162, 'LEVERAGE': 41, 'UNIT_BUDGET': 1320.933519055278, 'INITIAL_MARGIN_PER_UNIT': 14.039796203423576, 'MAX_TRADING_CAPITAL_FOR_UNITS': 96591.69612713162, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.039796203423576, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004271324493797806, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 34, 'PENALTY_DURATION_MULTIPLIER': 2.33311783833898, 'MAX_PENALTY_DURATION_HOURS': 297, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3797656659251376, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 124, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 7440}
|
{'small_calls': {'min_pnl_target': 0.031079536344471623, 'max_pnl_target': 0.16139330709470384, 'max_calls_for_rule': 51}, 'moderate_calls': {'min_pnl_target': 0.04283531555599889, 'max_pnl_target': 0.14682921126263088, 'max_calls_for_rule': 57}}
|
1,613 |
XRPUSD
|
{'omega': 0.5262052819151629, 'alpha': [0.08679271275025603], 'beta': [0.8538594489780371], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.0424758813701891, 'historical_segment_start_price': 0.3967, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 373.95862012389114, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 320, 'MAX_CONCURRENT_UNITS': 87, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 178051.60390420482, 'LEVERAGE': 59, 'UNIT_BUDGET': 2037.3040236891825, 'INITIAL_MARGIN_PER_UNIT': 6.338281697015104, 'MAX_TRADING_CAPITAL_FOR_UNITS': 178051.60390420482, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.338281697015104, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004417380928094951, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 152, 'PENALTY_DURATION_MULTIPLIER': 1.6286106509994291, 'MAX_PENALTY_DURATION_HOURS': 262, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7126282791032337, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 93, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5580}
|
{'small_calls': {'min_pnl_target': 0.03566165353422246, 'max_pnl_target': 0.16940428853819173, 'max_calls_for_rule': 182}, 'moderate_calls': {'min_pnl_target': 0.019740243696457424, 'max_pnl_target': 0.19263486794371543, 'max_calls_for_rule': 214}}
|
1,614 |
XRPUSD
|
{'omega': 2.0016141789953275, 'alpha': [0.0744922582720972], 'beta': [0.9235077417279028], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.23507, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 651.5255403490186, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 171, 'MAX_CONCURRENT_UNITS': 106, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 180819.30762434943, 'LEVERAGE': 66, 'UNIT_BUDGET': 1700.7501398964134, 'INITIAL_MARGIN_PER_UNIT': 9.87159909619725, 'MAX_TRADING_CAPITAL_FOR_UNITS': 180819.30762434943, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.87159909619725, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012371589077458745, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 86, 'PENALTY_DURATION_MULTIPLIER': 1.942565480506603, 'MAX_PENALTY_DURATION_HOURS': 1339, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7438114425203535, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 97, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 5820}
|
{'small_calls': {'min_pnl_target': 0.011271912601081202, 'max_pnl_target': 0.07520847214865728, 'max_calls_for_rule': 96}, 'moderate_calls': {'min_pnl_target': 0.04135135538547248, 'max_pnl_target': 0.2438009837370267, 'max_calls_for_rule': 121}}
|
1,615 |
ETHUSD
|
{'omega': 0.6642083308452553, 'alpha': [0.05593597627427818], 'beta': [0.9288165391102428], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 4195.4, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 596.1154151621087, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 361, 'MAX_CONCURRENT_UNITS': 49, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 104915.36519944161, 'LEVERAGE': 101, 'UNIT_BUDGET': 2140.1150335138386, 'INITIAL_MARGIN_PER_UNIT': 5.902132823387214, 'MAX_TRADING_CAPITAL_FOR_UNITS': 104915.36519944161, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.902132823387214, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003129838928946925, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 33, 'PENALTY_DURATION_MULTIPLIER': 2.2009037707101964, 'MAX_PENALTY_DURATION_HOURS': 1330, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.0821914791264374, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 103, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 6180}
|
{'small_calls': {'min_pnl_target': 0.03394540280121887, 'max_pnl_target': 0.11713828423372338, 'max_calls_for_rule': 213}, 'moderate_calls': {'min_pnl_target': 0.033452359962707824, 'max_pnl_target': 0.21121271000218214, 'max_calls_for_rule': 265}}
|
1,616 |
ADAUSD
|
{'omega': 0.9396843161937238, 'alpha': [0.06803675675380579], 'beta': [0.9299632432461942], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.099798421298434, 'historical_segment_start_price': 0.3942, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 717.9931940034398, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 98, 'MAX_CONCURRENT_UNITS': 169, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 136290.29682456175, 'LEVERAGE': 89, 'UNIT_BUDGET': 803.1284629762603, 'INITIAL_MARGIN_PER_UNIT': 8.067339258465616, 'MAX_TRADING_CAPITAL_FOR_UNITS': 136290.29682456175, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.067339258465616, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0021284025372489673, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 48, 'PENALTY_DURATION_MULTIPLIER': 2.6076364121293305, 'MAX_PENALTY_DURATION_HOURS': 1277, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2923127685437397, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 112, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 6720}
|
{'small_calls': {'min_pnl_target': 0.018764196175350047, 'max_pnl_target': 0.07857700028264603, 'max_calls_for_rule': 53}, 'moderate_calls': {'min_pnl_target': 0.08828483732442641, 'max_pnl_target': 0.2832092862629436, 'max_calls_for_rule': 94}}
|
1,617 |
ETHUSD
|
{'omega': 2.2383648240910774, 'alpha': [0.085822514010936], 'beta': [0.8472621335230114], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 291.4, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 422.9833011736681, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 119, 'MAX_CONCURRENT_UNITS': 181, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 138106.3686042989, 'LEVERAGE': 67, 'UNIT_BUDGET': 761.6761093422131, 'INITIAL_MARGIN_PER_UNIT': 6.313183599606987, 'MAX_TRADING_CAPITAL_FOR_UNITS': 138106.3686042989, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.313183599606987, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003847713990731061, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 44, 'PENALTY_DURATION_MULTIPLIER': 2.4685496829306275, 'MAX_PENALTY_DURATION_HOURS': 888, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07375135396571234, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 78, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4680}
|
{'small_calls': {'min_pnl_target': 0.05004764436951096, 'max_pnl_target': 0.17891835081092594, 'max_calls_for_rule': 42}, 'moderate_calls': {'min_pnl_target': 0.06366053850685685, 'max_pnl_target': 0.25224395997384086, 'max_calls_for_rule': 105}}
|
1,618 |
BTCUSD
|
{'omega': 0.9843095220255937, 'alpha': [0.07572561760172214], 'beta': [0.9010057525022968], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.015183627046750832, 'historical_segment_start_price': 20559.41, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 157.27972661358075, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 264, 'MAX_CONCURRENT_UNITS': 35, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 67562.85875624529, 'LEVERAGE': 22, 'UNIT_BUDGET': 1896.2616413758003, 'INITIAL_MARGIN_PER_UNIT': 7.149078482435489, 'MAX_TRADING_CAPITAL_FOR_UNITS': 67562.85875624529, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.149078482435489, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003105404157438899, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 86, 'PENALTY_DURATION_MULTIPLIER': 2.532439138958145, 'MAX_PENALTY_DURATION_HOURS': 1438, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3406236372618664, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 111, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 18, 'NON_TRADEABLE_WINDOW': 6660}
|
{'small_calls': {'min_pnl_target': 0.04250711871248778, 'max_pnl_target': 0.15694124080993416, 'max_calls_for_rule': 127}, 'moderate_calls': {'min_pnl_target': 0.08380442966330588, 'max_pnl_target': 0.2931375515602295, 'max_calls_for_rule': 175}}
|
1,619 |
ADAUSD
|
{'omega': 6.534212282052716, 'alpha': [0.0967433890454745], 'beta': [0.9012566109545254], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.15363, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 867.910948782078, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 127, 'MAX_CONCURRENT_UNITS': 37, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 53531.11161589484, 'LEVERAGE': 78, 'UNIT_BUDGET': 1426.056740150494, 'INITIAL_MARGIN_PER_UNIT': 11.127063445924076, 'MAX_TRADING_CAPITAL_FOR_UNITS': 53531.11161589484, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.127063445924076, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002371829950850331, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 101, 'PENALTY_DURATION_MULTIPLIER': 2.5397331922067594, 'MAX_PENALTY_DURATION_HOURS': 574, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07115027160096865, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 132, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7920}
|
{'small_calls': {'min_pnl_target': 0.018529619543589726, 'max_pnl_target': 0.16075516786015615, 'max_calls_for_rule': 69}, 'moderate_calls': {'min_pnl_target': 0.011766403256697726, 'max_pnl_target': 0.24918796395353116, 'max_calls_for_rule': 106}}
|
1,620 |
BTCUSD
|
{'omega': 2.3700320843726645, 'alpha': [0.1636243130925354], 'beta': [0.8343756869074646], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.016532202955152658, 'historical_segment_start_price': 5831.64, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 915.6448135572987, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 267, 'MAX_CONCURRENT_UNITS': 30, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 73036.87454441396, 'LEVERAGE': 101, 'UNIT_BUDGET': 2433.0212396753404, 'INITIAL_MARGIN_PER_UNIT': 9.06579023324058, 'MAX_TRADING_CAPITAL_FOR_UNITS': 73036.87454441396, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.06579023324058, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0020654331642100715, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 95, 'PENALTY_DURATION_MULTIPLIER': 1.6549536287238755, 'MAX_PENALTY_DURATION_HOURS': 1200, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.21371823302822132, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 76, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 4560}
|
{'small_calls': {'min_pnl_target': 0.03881361364263757, 'max_pnl_target': 0.17638059143469215, 'max_calls_for_rule': 154}, 'moderate_calls': {'min_pnl_target': 0.09464602908404678, 'max_pnl_target': 0.1965882262653274, 'max_calls_for_rule': 185}}
|
1,621 |
BTCUSD
|
{'omega': 4.07466125147272, 'alpha': [0.11408997062232558], 'beta': [0.8346119871283987], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.006398364292713535, 'historical_segment_start_price': 11365.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 356.59628822052747, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 213, 'MAX_CONCURRENT_UNITS': 71, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 177086.83032498666, 'LEVERAGE': 31, 'UNIT_BUDGET': 2461.9481151259215, 'INITIAL_MARGIN_PER_UNIT': 11.503106071629919, 'MAX_TRADING_CAPITAL_FOR_UNITS': 177086.83032498666, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.503106071629919, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004076058656225475, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 58, 'PENALTY_DURATION_MULTIPLIER': 2.2830711419742795, 'MAX_PENALTY_DURATION_HOURS': 356, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6621682009307108, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 76, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 4560}
|
{'small_calls': {'min_pnl_target': 0.014883556270508407, 'max_pnl_target': 0.10461265736057038, 'max_calls_for_rule': 120}, 'moderate_calls': {'min_pnl_target': 0.014354600246407207, 'max_pnl_target': 0.17070586215224706, 'max_calls_for_rule': 183}}
|
1,622 |
BTCUSD
|
{'omega': 4.215541432560902, 'alpha': [0.0997893787275915], 'beta': [0.8098816965556378], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.007539485388297411, 'historical_segment_start_price': 11365.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 239.8355894325125, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 80, 'MAX_CONCURRENT_UNITS': 95, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 84606.17545020404, 'LEVERAGE': 22, 'UNIT_BUDGET': 887.4520793812328, 'INITIAL_MARGIN_PER_UNIT': 10.901617701477841, 'MAX_TRADING_CAPITAL_FOR_UNITS': 84606.17545020404, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.901617701477841, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014320828708263376, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 41, 'PENALTY_DURATION_MULTIPLIER': 2.53614327490155, 'MAX_PENALTY_DURATION_HOURS': 1218, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4507981538687647, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 92, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5520}
|
{'small_calls': {'min_pnl_target': 0.03762386158433663, 'max_pnl_target': 0.10926483822334666, 'max_calls_for_rule': 43}, 'moderate_calls': {'min_pnl_target': 0.022763214829786604, 'max_pnl_target': 0.15592298584712883, 'max_calls_for_rule': 52}}
|
1,623 |
BTCUSD
|
{'omega': 0.9929268837731665, 'alpha': [0.05096377554502389], 'beta': [0.9470362244549761], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.197394947033385, 'historical_segment_start_price': 39159.65, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 323.9478386708411, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 159, 'MAX_CONCURRENT_UNITS': 23, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 55227.443560972606, 'LEVERAGE': 22, 'UNIT_BUDGET': 2358.2623602007043, 'INITIAL_MARGIN_PER_UNIT': 14.724901757765505, 'MAX_TRADING_CAPITAL_FOR_UNITS': 55227.443560972606, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.724901757765505, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001469242455072127, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 46, 'PENALTY_DURATION_MULTIPLIER': 2.2398882045326323, 'MAX_PENALTY_DURATION_HOURS': 347, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3257291767479035, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 125, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 7500}
|
{'small_calls': {'min_pnl_target': 0.03442817625313496, 'max_pnl_target': 0.13453544890546565, 'max_calls_for_rule': 93}, 'moderate_calls': {'min_pnl_target': 0.025665745496931427, 'max_pnl_target': 0.21866611059354946, 'max_calls_for_rule': 138}}
|
1,624 |
NIFTY500
|
{'omega': 0.18873712172759885, 'alpha': [0.11319997236477766], 'beta': [0.7945308987657147], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.509332454160178, 'historical_segment_start_price': 14879.95, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 473.7170121239953, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 124, 'MAX_CONCURRENT_UNITS': 118, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 130912.19944135708, 'LEVERAGE': 54, 'UNIT_BUDGET': 1102.5443241772264, 'INITIAL_MARGIN_PER_UNIT': 8.772537261555469, 'MAX_TRADING_CAPITAL_FOR_UNITS': 130912.19944135708, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.772537261555469, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002556784417760225, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 27, 'PENALTY_DURATION_MULTIPLIER': 1.563667620352941, 'MAX_PENALTY_DURATION_HOURS': 979, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6847266637696657, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 150, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 9000}
|
{'small_calls': {'min_pnl_target': 0.030781741193554184, 'max_pnl_target': 0.1397531871874385, 'max_calls_for_rule': 68}, 'moderate_calls': {'min_pnl_target': 0.08305780373098112, 'max_pnl_target': 0.22142488494574833, 'max_calls_for_rule': 79}}
|
1,625 |
NIFTYFIN
|
{'omega': 4.183169812421041, 'alpha': [0.051340238697778776], 'beta': [0.8512939975168328], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 14444.5, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 525.7921607078148, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 201, 'MAX_CONCURRENT_UNITS': 76, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 81362.70477171142, 'LEVERAGE': 100, 'UNIT_BUDGET': 1067.0831435730988, 'INITIAL_MARGIN_PER_UNIT': 5.257921607078147, 'MAX_TRADING_CAPITAL_FOR_UNITS': 81362.70477171142, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.257921607078147, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0030664210147002056, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 120, 'PENALTY_DURATION_MULTIPLIER': 2.556853496243548, 'MAX_PENALTY_DURATION_HOURS': 732, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.43305790168979696, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 139, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 8340}
|
{'small_calls': {'min_pnl_target': 0.007101754192972671, 'max_pnl_target': 0.07795188587423792, 'max_calls_for_rule': 81}, 'moderate_calls': {'min_pnl_target': 0.018558220990012853, 'max_pnl_target': 0.2503792788933346, 'max_calls_for_rule': 134}}
|
1,626 |
NIFTYBANK
|
{'omega': 0.32403587978804665, 'alpha': [0.09841408734356434], 'beta': [0.8586564421407602], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.020916483251237, 'historical_segment_start_price': 25499.2, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 160.34615607426866, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 129, 'MAX_CONCURRENT_UNITS': 154, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 124357.70537942252, 'LEVERAGE': 26, 'UNIT_BUDGET': 803.597638100129, 'INITIAL_MARGIN_PER_UNIT': 6.167159849010333, 'MAX_TRADING_CAPITAL_FOR_UNITS': 124357.70537942252, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.167159849010333, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010621792054576421, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 143, 'PENALTY_DURATION_MULTIPLIER': 2.5033448055313663, 'MAX_PENALTY_DURATION_HOURS': 740, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4048164494283112, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 127, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7620}
|
{'small_calls': {'min_pnl_target': 0.045677713959348776, 'max_pnl_target': 0.171744727670939, 'max_calls_for_rule': 67}, 'moderate_calls': {'min_pnl_target': 0.06402116892799024, 'max_pnl_target': 0.18826875062139511, 'max_calls_for_rule': 120}}
|
1,627 |
NIFTY50
|
{'omega': 0.3450812695784799, 'alpha': [0.08627219038421652], 'beta': [0.9117278096157834], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.181956046098093, 'historical_segment_start_price': 17259.6, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 946.4729927147373, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 131, 'MAX_CONCURRENT_UNITS': 99, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 156651.28657755716, 'LEVERAGE': 80, 'UNIT_BUDGET': 1567.8262885371958, 'INITIAL_MARGIN_PER_UNIT': 11.830912408934216, 'MAX_TRADING_CAPITAL_FOR_UNITS': 156651.28657755716, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.830912408934216, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003136734060077837, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 111, 'PENALTY_DURATION_MULTIPLIER': 1.7786297467808063, 'MAX_PENALTY_DURATION_HOURS': 1096, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5286037641657466, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 58, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 3480}
|
{'small_calls': {'min_pnl_target': 0.026896483471679243, 'max_pnl_target': 0.15590783905072025, 'max_calls_for_rule': 60}, 'moderate_calls': {'min_pnl_target': 0.013419628609699981, 'max_pnl_target': 0.1616095857936367, 'max_calls_for_rule': 85}}
|
1,628 |
ADAUSD
|
{'omega': 3.418932313190467, 'alpha': [0.09734651834554181], 'beta': [0.9006534816544582], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.04266, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1248.1325366534006, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 172, 'MAX_CONCURRENT_UNITS': 64, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 124830.00103328115, 'LEVERAGE': 112, 'UNIT_BUDGET': 1930.1085875118497, 'INITIAL_MARGIN_PER_UNIT': 11.144040505833935, 'MAX_TRADING_CAPITAL_FOR_UNITS': 124830.00103328115, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.144040505833935, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0030166330444790987, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 101, 'PENALTY_DURATION_MULTIPLIER': 2.433502143152912, 'MAX_PENALTY_DURATION_HOURS': 936, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5520597850270281, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 68, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 4080}
|
{'small_calls': {'min_pnl_target': 0.04770152542456923, 'max_pnl_target': 0.15748045399560118, 'max_calls_for_rule': 56}, 'moderate_calls': {'min_pnl_target': 0.05677807654054302, 'max_pnl_target': 0.273623735304551, 'max_calls_for_rule': 127}}
|
1,629 |
XRPUSD
|
{'omega': 0.32220972931219916, 'alpha': [0.05434961355606074], 'beta': [0.9436503864439394], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.413270565123038, 'historical_segment_start_price': 2.3304, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 559.1793494008028, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 45, 'MAX_CONCURRENT_UNITS': 331, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 131890.4035045224, 'LEVERAGE': 66, 'UNIT_BUDGET': 397.450828988348, 'INITIAL_MARGIN_PER_UNIT': 8.472414384860649, 'MAX_TRADING_CAPITAL_FOR_UNITS': 131890.4035045224, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.472414384860649, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004811003183437949, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 81, 'PENALTY_DURATION_MULTIPLIER': 1.8911106643588667, 'MAX_PENALTY_DURATION_HOURS': 666, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.36064655482011543, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 101, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6060}
|
{'small_calls': {'min_pnl_target': 0.04047171036766815, 'max_pnl_target': 0.1581986244162253, 'max_calls_for_rule': 16}, 'moderate_calls': {'min_pnl_target': 0.041953871217071406, 'max_pnl_target': 0.19198607493170228, 'max_calls_for_rule': 41}}
|
1,630 |
NIFTYHEALTHCARE
|
{'omega': 0.3037439659884182, 'alpha': [0.09782203296585709], 'beta': [0.8375129150795657], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.016754170051330546, 'historical_segment_start_price': 9779.6, 'asset_source_name': 'NIFTYHEALTHCARE'}
|
{'POSITION_SIZE_PER_UNIT': 1106.6463630845487, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 136, 'MAX_CONCURRENT_UNITS': 45, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 71647.65463906023, 'LEVERAGE': 96, 'UNIT_BUDGET': 1582.725644674042, 'INITIAL_MARGIN_PER_UNIT': 11.527566282130715, 'MAX_TRADING_CAPITAL_FOR_UNITS': 71647.65463906023, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.527566282130715, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004907422416225165, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 100, 'PENALTY_DURATION_MULTIPLIER': 2.101990747219466, 'MAX_PENALTY_DURATION_HOURS': 1346, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3376213559994877, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 120, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 7200}
|
{'small_calls': {'min_pnl_target': 0.022940818191809053, 'max_pnl_target': 0.12751783052266977, 'max_calls_for_rule': 48}, 'moderate_calls': {'min_pnl_target': 0.06274528672326823, 'max_pnl_target': 0.30194208376674625, 'max_calls_for_rule': 107}}
|
1,631 |
NIFTY50
|
{'omega': 0.1600672332638215, 'alpha': [0.09802580814670162], 'beta': [0.8621044051848704], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.0205933103316246, 'historical_segment_start_price': 8750.35, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 295.4740880543985, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 308, 'MAX_CONCURRENT_UNITS': 78, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 192657.30149464906, 'LEVERAGE': 37, 'UNIT_BUDGET': 2467.9632225229443, 'INITIAL_MARGIN_PER_UNIT': 7.985786163632392, 'MAX_TRADING_CAPITAL_FOR_UNITS': 192657.30149464906, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.985786163632392, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010345426085087083, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 77, 'PENALTY_DURATION_MULTIPLIER': 1.884520829516402, 'MAX_PENALTY_DURATION_HOURS': 1053, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5329582552123759, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 115, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 6900}
|
{'small_calls': {'min_pnl_target': 0.02851113944417575, 'max_pnl_target': 0.10105153734229055, 'max_calls_for_rule': 114}, 'moderate_calls': {'min_pnl_target': 0.08952923249503683, 'max_pnl_target': 0.2935616949664742, 'max_calls_for_rule': 238}}
|
1,632 |
BTCUSD
|
{'omega': 1.8103990072105103, 'alpha': [0.0640215340310759], 'beta': [0.933978465968924], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.601594422223253, 'historical_segment_start_price': 40779.16, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1067.5610067038936, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 32, 'MAX_CONCURRENT_UNITS': 334, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 108317.20819540853, 'LEVERAGE': 111, 'UNIT_BUDGET': 323.41092897042364, 'INITIAL_MARGIN_PER_UNIT': 9.617666727062105, 'MAX_TRADING_CAPITAL_FOR_UNITS': 108317.20819540853, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.617666727062105, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004773921413390947, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 56, 'PENALTY_DURATION_MULTIPLIER': 2.6764374897576553, 'MAX_PENALTY_DURATION_HOURS': 1264, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.60305227255893, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 133, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7980}
|
{'small_calls': {'min_pnl_target': 0.033572966051290336, 'max_pnl_target': 0.09528078098102209, 'max_calls_for_rule': 15}, 'moderate_calls': {'min_pnl_target': 0.03862486825615692, 'max_pnl_target': 0.15001538200100178, 'max_calls_for_rule': 29}}
|
1,633 |
NIFTYFMCG
|
{'omega': 0.22611094543910873, 'alpha': [0.07702067974679457], 'beta': [0.9209793202532055], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.232339500223149, 'historical_segment_start_price': 53958.55, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 757.8365839085403, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 152, 'MAX_CONCURRENT_UNITS': 31, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 64109.34355084496, 'LEVERAGE': 57, 'UNIT_BUDGET': 2037.2439544427991, 'INITIAL_MARGIN_PER_UNIT': 13.295378665062112, 'MAX_TRADING_CAPITAL_FOR_UNITS': 64109.34355084496, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.295378665062112, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017976642109160017, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 95, 'PENALTY_DURATION_MULTIPLIER': 2.1911037116797827, 'MAX_PENALTY_DURATION_HOURS': 241, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.028175837961074736, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 56, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3360}
|
{'small_calls': {'min_pnl_target': 0.050975841548988474, 'max_pnl_target': 0.13590774784232718, 'max_calls_for_rule': 55}, 'moderate_calls': {'min_pnl_target': 0.02598226790803982, 'max_pnl_target': 0.20420141050550172, 'max_calls_for_rule': 107}}
|
1,634 |
NIFTY500
|
{'omega': 0.14108859789849326, 'alpha': [0.09391684911480587], 'beta': [0.8487038823054229], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.027783560321867934, 'historical_segment_start_price': 15492.7, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 426.32849231550364, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 150, 'MAX_CONCURRENT_UNITS': 157, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 130892.14729707848, 'LEVERAGE': 78, 'UNIT_BUDGET': 830.0924452267402, 'INITIAL_MARGIN_PER_UNIT': 5.465749901480816, 'MAX_TRADING_CAPITAL_FOR_UNITS': 130892.14729707848, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.465749901480816, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019056882585597765, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 83, 'PENALTY_DURATION_MULTIPLIER': 2.2937019676617285, 'MAX_PENALTY_DURATION_HOURS': 1300, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10012910262345139, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 141, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 8460}
|
{'small_calls': {'min_pnl_target': 0.007965190238436781, 'max_pnl_target': 0.07143059755414587, 'max_calls_for_rule': 75}, 'moderate_calls': {'min_pnl_target': 0.04386140038147354, 'max_pnl_target': 0.2706628295012141, 'max_calls_for_rule': 90}}
|
1,635 |
GOOGLUSD
|
{'omega': 0.958324373435567, 'alpha': [0.08755587650575335], 'beta': [0.8338709687612067], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.04055908484297111, 'historical_segment_start_price': 91.83, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 619.5314374509215, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 230, 'MAX_CONCURRENT_UNITS': 74, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 152147.68708092475, 'LEVERAGE': 70, 'UNIT_BUDGET': 2051.0608519503376, 'INITIAL_MARGIN_PER_UNIT': 8.850449106441737, 'MAX_TRADING_CAPITAL_FOR_UNITS': 152147.68708092475, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.850449106441737, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004735470503651933, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 32, 'PENALTY_DURATION_MULTIPLIER': 2.9559506330319274, 'MAX_PENALTY_DURATION_HOURS': 1188, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1542301073513294, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 44, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 2640}
|
{'small_calls': {'min_pnl_target': 0.016855948877242944, 'max_pnl_target': 0.13084381000778414, 'max_calls_for_rule': 97}, 'moderate_calls': {'min_pnl_target': 0.02097339571022111, 'max_pnl_target': 0.26650000781397637, 'max_calls_for_rule': 156}}
|
1,636 |
BTCUSD
|
{'omega': 0.7296465373383421, 'alpha': [0.174035643058285], 'beta': [0.8207156285904988], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 6458.52, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 233.24985810584576, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 132, 'MAX_CONCURRENT_UNITS': 110, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 107865.3918151691, 'LEVERAGE': 32, 'UNIT_BUDGET': 975.457525661995, 'INITIAL_MARGIN_PER_UNIT': 7.28905806580768, 'MAX_TRADING_CAPITAL_FOR_UNITS': 107865.3918151691, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.28905806580768, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004936984808512263, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 51, 'PENALTY_DURATION_MULTIPLIER': 2.7902917119606734, 'MAX_PENALTY_DURATION_HOURS': 1113, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5773932931550974, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 75, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4500}
|
{'small_calls': {'min_pnl_target': 0.0256404235906072, 'max_pnl_target': 0.13026113381815765, 'max_calls_for_rule': 68}, 'moderate_calls': {'min_pnl_target': 0.0561664400965278, 'max_pnl_target': 0.19386644333712702, 'max_calls_for_rule': 108}}
|
1,637 |
NIFTYFIN
|
{'omega': 1.709258961844123, 'alpha': [0.009532992978900746], 'beta': [0.8917944245110456], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.6694231340066192, 'historical_segment_start_price': 9469.25, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 1375.4232427006077, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 66, 'MAX_CONCURRENT_UNITS': 140, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 111747.12102639675, 'LEVERAGE': 117, 'UNIT_BUDGET': 796.4624681414253, 'INITIAL_MARGIN_PER_UNIT': 11.755754211116304, 'MAX_TRADING_CAPITAL_FOR_UNITS': 111747.12102639675, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.755754211116304, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004128067866458442, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 33, 'PENALTY_DURATION_MULTIPLIER': 2.9347771743770346, 'MAX_PENALTY_DURATION_HOURS': 1086, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3732467300627061, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 125, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 7500}
|
{'small_calls': {'min_pnl_target': 0.010796346188572468, 'max_pnl_target': 0.16016437724529306, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.054679233414543504, 'max_pnl_target': 0.29649342672900936, 'max_calls_for_rule': 49}}
|
1,638 |
ADAUSD
|
{'omega': 4.933991344655176, 'alpha': [0.14159393772442422], 'beta': [0.8301109933360911], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.0288634773028518, 'historical_segment_start_price': 0.04218, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1417.7952249680484, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 104, 'MAX_CONCURRENT_UNITS': 108, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 150779.95833822968, 'LEVERAGE': 108, 'UNIT_BUDGET': 1388.1707418520502, 'INITIAL_MARGIN_PER_UNIT': 13.127733564518966, 'MAX_TRADING_CAPITAL_FOR_UNITS': 150779.95833822968, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.127733564518966, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003680743887797858, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 66, 'PENALTY_DURATION_MULTIPLIER': 1.5370377892870046, 'MAX_PENALTY_DURATION_HOURS': 1414, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.04773300580619467, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 74, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 20, 'NON_TRADEABLE_WINDOW': 4440}
|
{'small_calls': {'min_pnl_target': 0.020651987153472058, 'max_pnl_target': 0.13870741762567834, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.0947065036366703, 'max_pnl_target': 0.221047688076866, 'max_calls_for_rule': 66}}
|
1,639 |
ETHUSD
|
{'omega': 0.7822668848105258, 'alpha': [0.056293826739918604], 'beta': [0.8878277823440831], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3986.8, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 175.66217562636243, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 291, 'MAX_CONCURRENT_UNITS': 70, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 145447.59806001332, 'LEVERAGE': 25, 'UNIT_BUDGET': 2052.9752997248515, 'INITIAL_MARGIN_PER_UNIT': 7.0264870250544975, 'MAX_TRADING_CAPITAL_FOR_UNITS': 145447.59806001332, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.0264870250544975, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015502057295014248, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 92, 'PENALTY_DURATION_MULTIPLIER': 1.7751939965443522, 'MAX_PENALTY_DURATION_HOURS': 659, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4767980968281031, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 135, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8100}
|
{'small_calls': {'min_pnl_target': 0.030128974105829074, 'max_pnl_target': 0.10708352769327226, 'max_calls_for_rule': 172}, 'moderate_calls': {'min_pnl_target': 0.015313397990134635, 'max_pnl_target': 0.2606832695663057, 'max_calls_for_rule': 245}}
|
1,640 |
ADAUSD
|
{'omega': 1.467882183110704, 'alpha': [0.07306277603085003], 'beta': [0.8766074926998534], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.016061968863441595, 'historical_segment_start_price': 3.041, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1185.0276307512056, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 57, 'MAX_CONCURRENT_UNITS': 184, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 131998.03679800918, 'LEVERAGE': 97, 'UNIT_BUDGET': 713.7016476119356, 'INITIAL_MARGIN_PER_UNIT': 12.216779698466038, 'MAX_TRADING_CAPITAL_FOR_UNITS': 131998.03679800918, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.216779698466038, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0036427245884940573, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 119, 'PENALTY_DURATION_MULTIPLIER': 1.5496153470761609, 'MAX_PENALTY_DURATION_HOURS': 1025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.0184122835660916, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 72, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 4320}
|
{'small_calls': {'min_pnl_target': 0.04253543257866415, 'max_pnl_target': 0.17898489722986527, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.04683226793809806, 'max_pnl_target': 0.21056363028973143, 'max_calls_for_rule': 45}}
|
1,641 |
BNBUSD
|
{'omega': 3.728248459607762, 'alpha': [0.12763790084003582], 'beta': [0.8703620991599641], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 19.4325, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1478.2007237355888, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 46, 'MAX_CONCURRENT_UNITS': 298, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 190667.7511728711, 'LEVERAGE': 111, 'UNIT_BUDGET': 639.1949683310661, 'INITIAL_MARGIN_PER_UNIT': 13.317123637257557, 'MAX_TRADING_CAPITAL_FOR_UNITS': 190667.7511728711, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.317123637257557, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002374013807157498, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 63, 'PENALTY_DURATION_MULTIPLIER': 1.6185164273478552, 'MAX_PENALTY_DURATION_HOURS': 1226, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2488918318180751, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 111, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 6660}
|
{'small_calls': {'min_pnl_target': 0.013893912576570012, 'max_pnl_target': 0.1547576788462378, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.08365173023504845, 'max_pnl_target': 0.20474996306190008, 'max_calls_for_rule': 34}}
|
1,642 |
NIFTY500
|
{'omega': 0.24004032008950216, 'alpha': [0.09898658340107667], 'beta': [0.8990134165989233], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.9335005850536597, 'historical_segment_start_price': 13938.65, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 1228.9208513883484, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 80, 'MAX_CONCURRENT_UNITS': 220, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 194932.64160361857, 'LEVERAGE': 114, 'UNIT_BUDGET': 883.691652749502, 'INITIAL_MARGIN_PER_UNIT': 10.780007468318846, 'MAX_TRADING_CAPITAL_FOR_UNITS': 194932.64160361857, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.780007468318846, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004872970787715987, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 24, 'PENALTY_DURATION_MULTIPLIER': 2.880419633767375, 'MAX_PENALTY_DURATION_HOURS': 417, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.02685178390791662, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 64, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3840}
|
{'small_calls': {'min_pnl_target': 0.02739358966243235, 'max_pnl_target': 0.13211897225008257, 'max_calls_for_rule': 45}, 'moderate_calls': {'min_pnl_target': 0.09284063606852448, 'max_pnl_target': 0.19308418503940541, 'max_calls_for_rule': 62}}
|
1,643 |
BNBUSD
|
{'omega': 0.681521753535721, 'alpha': [0.04689277994920518], 'beta': [0.9002274741344215], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 10.07553517657468, 'historical_segment_start_price': 213.3, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 464.4194408841427, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 155, 'MAX_CONCURRENT_UNITS': 91, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 169524.33900055144, 'LEVERAGE': 39, 'UNIT_BUDGET': 1858.3490011918357, 'INITIAL_MARGIN_PER_UNIT': 11.908190791901095, 'MAX_TRADING_CAPITAL_FOR_UNITS': 169524.33900055144, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.908190791901095, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0028352930046189845, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 45, 'PENALTY_DURATION_MULTIPLIER': 1.8516681068713854, 'MAX_PENALTY_DURATION_HOURS': 1207, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07573215832370331, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 136, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 8160}
|
{'small_calls': {'min_pnl_target': 0.02675402372256203, 'max_pnl_target': 0.12132214710145389, 'max_calls_for_rule': 75}, 'moderate_calls': {'min_pnl_target': 0.07440673453819276, 'max_pnl_target': 0.31195337873597323, 'max_calls_for_rule': 111}}
|
1,644 |
BNBUSD
|
{'omega': 2.1724111855972015, 'alpha': [0.12160145911096928], 'beta': [0.835980327098377], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.9316426184504594, 'historical_segment_start_price': 22.3122, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1615.6484635547856, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 23, 'MAX_CONCURRENT_UNITS': 188, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 69116.80577617565, 'LEVERAGE': 108, 'UNIT_BUDGET': 367.0791337454458, 'INITIAL_MARGIN_PER_UNIT': 14.959707995877645, 'MAX_TRADING_CAPITAL_FOR_UNITS': 69116.80577617565, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.959707995877645, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003027868264098539, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 159, 'PENALTY_DURATION_MULTIPLIER': 2.2309459780692857, 'MAX_PENALTY_DURATION_HOURS': 848, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5834132741794398, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 58, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 3480}
|
{'small_calls': {'min_pnl_target': 0.05113182882451819, 'max_pnl_target': 0.1700826058374932, 'max_calls_for_rule': 13}, 'moderate_calls': {'min_pnl_target': 0.03598717706774018, 'max_pnl_target': 0.1993077772735869, 'max_calls_for_rule': 16}}
|
1,645 |
NIFTYBANK
|
{'omega': 0.3362972382583599, 'alpha': [0.08485458577394943], 'beta': [0.8361815935886541], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.0901303326259155, 'historical_segment_start_price': 44055.75, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 898.7663871288659, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 95, 'MAX_CONCURRENT_UNITS': 134, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 185036.14258814757, 'LEVERAGE': 63, 'UNIT_BUDGET': 1374.4314875027583, 'INITIAL_MARGIN_PER_UNIT': 14.266133129029617, 'MAX_TRADING_CAPITAL_FOR_UNITS': 185036.14258814757, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.266133129029617, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0036517002467528516, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 59, 'PENALTY_DURATION_MULTIPLIER': 2.1591558297268465, 'MAX_PENALTY_DURATION_HOURS': 591, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5944270643478039, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 145, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8700}
|
{'small_calls': {'min_pnl_target': 0.0165448606674182, 'max_pnl_target': 0.14122869713545874, 'max_calls_for_rule': 31}, 'moderate_calls': {'min_pnl_target': 0.019033240675930773, 'max_pnl_target': 0.17665941630616416, 'max_calls_for_rule': 89}}
|
1,646 |
ETHUSD
|
{'omega': 1.9018505439248365, 'alpha': [0.08713539641036386], 'beta': [0.9108646035896362], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1801.9, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1600.5907465456285, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 71, 'MAX_CONCURRENT_UNITS': 128, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 129141.87532673143, 'LEVERAGE': 115, 'UNIT_BUDGET': 1005.0165057886971, 'INITIAL_MARGIN_PER_UNIT': 13.918180404744595, 'MAX_TRADING_CAPITAL_FOR_UNITS': 129141.87532673143, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.918180404744595, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014344315810915563, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 138, 'PENALTY_DURATION_MULTIPLIER': 1.7622053967770106, 'MAX_PENALTY_DURATION_HOURS': 512, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.18648417140296433, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 53, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 3180}
|
{'small_calls': {'min_pnl_target': 0.01400451332215625, 'max_pnl_target': 0.16171071425635916, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.021561343327162204, 'max_pnl_target': 0.1851324275398747, 'max_calls_for_rule': 53}}
|
1,647 |
ADAUSD
|
{'omega': 1.8993410497655618, 'alpha': [0.06802022419777926], 'beta': [0.8936725894648353], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.009656986672573226, 'historical_segment_start_price': 0.04189, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 799.3364842430364, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 83, 'MAX_CONCURRENT_UNITS': 211, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 141296.91740145558, 'LEVERAGE': 101, 'UNIT_BUDGET': 666.5456445824925, 'INITIAL_MARGIN_PER_UNIT': 7.914222616267686, 'MAX_TRADING_CAPITAL_FOR_UNITS': 141296.91740145558, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.914222616267686, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004031848387719587, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 163, 'PENALTY_DURATION_MULTIPLIER': 1.8064550314925174, 'MAX_PENALTY_DURATION_HOURS': 559, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5973866842256033, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 95, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5700}
|
{'small_calls': {'min_pnl_target': 0.03760659554137548, 'max_pnl_target': 0.14532768385250677, 'max_calls_for_rule': 40}, 'moderate_calls': {'min_pnl_target': 0.016849237728444977, 'max_pnl_target': 0.20662647748555957, 'max_calls_for_rule': 53}}
|
1,648 |
BTCUSD
|
{'omega': 0.8643854898058322, 'alpha': [0.08774251700057095], 'beta': [0.8417650967478915], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.025417049583817988, 'historical_segment_start_price': 38091.95, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 329.0965338920823, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 258, 'MAX_CONCURRENT_UNITS': 114, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 185069.44262514976, 'LEVERAGE': 53, 'UNIT_BUDGET': 1610.0119937517466, 'INITIAL_MARGIN_PER_UNIT': 6.209368564001553, 'MAX_TRADING_CAPITAL_FOR_UNITS': 185069.44262514976, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.209368564001553, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015248484608484999, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 29, 'PENALTY_DURATION_MULTIPLIER': 2.1537622167582184, 'MAX_PENALTY_DURATION_HOURS': 1062, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.13794002527854762, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 133, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 7980}
|
{'small_calls': {'min_pnl_target': 0.04808761324819364, 'max_pnl_target': 0.17058941966877844, 'max_calls_for_rule': 114}, 'moderate_calls': {'min_pnl_target': 0.028435258949879742, 'max_pnl_target': 0.26877128757338786, 'max_calls_for_rule': 200}}
|
1,649 |
BTCUSD
|
{'omega': 50.04063770201435, 'alpha': [0.18254467812313388], 'beta': [0.7193754549418478], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 479.61, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 204.20134225090905, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 56, 'MAX_CONCURRENT_UNITS': 148, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 125194.65439926316, 'LEVERAGE': 14, 'UNIT_BUDGET': 841.4545134949983, 'INITIAL_MARGIN_PER_UNIT': 14.585810160779218, 'MAX_TRADING_CAPITAL_FOR_UNITS': 125194.65439926316, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.585810160779218, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00412945148232935, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 39, 'PENALTY_DURATION_MULTIPLIER': 2.7382076443800436, 'MAX_PENALTY_DURATION_HOURS': 370, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.42677456846228956, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 104, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 6240}
|
{'small_calls': {'min_pnl_target': 0.027159328096303927, 'max_pnl_target': 0.15347192222238024, 'max_calls_for_rule': 18}, 'moderate_calls': {'min_pnl_target': 0.03163080931103973, 'max_pnl_target': 0.254181011125922, 'max_calls_for_rule': 39}}
|
1,650 |
ADAUSD
|
{'omega': 1.1630150803125034, 'alpha': [0.05823534817109293], 'beta': [0.8746391088739314], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.010475966307045345, 'historical_segment_start_price': 1.1771, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1483.9536685832447, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 156, 'MAX_CONCURRENT_UNITS': 69, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 156546.56144697606, 'LEVERAGE': 104, 'UNIT_BUDGET': 2249.9019367122246, 'INITIAL_MARGIN_PER_UNIT': 14.268785274838892, 'MAX_TRADING_CAPITAL_FOR_UNITS': 156546.56144697606, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.268785274838892, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001022624194831371, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 37, 'PENALTY_DURATION_MULTIPLIER': 1.9896777443083646, 'MAX_PENALTY_DURATION_HOURS': 472, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6736661530870571, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 75, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 4500}
|
{'small_calls': {'min_pnl_target': 0.02761317348475446, 'max_pnl_target': 0.16259726989923307, 'max_calls_for_rule': 93}, 'moderate_calls': {'min_pnl_target': 0.07325144608343763, 'max_pnl_target': 0.20099777686759313, 'max_calls_for_rule': 104}}
|
1,651 |
BNBUSD
|
{'omega': 0.31071387688875046, 'alpha': [0.06299612286827412], 'beta': [0.9350038771317258], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.008454640980922707, 'historical_segment_start_price': 281.3, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 402.173684957623, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 42, 'MAX_CONCURRENT_UNITS': 530, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 153283.26248833322, 'LEVERAGE': 61, 'UNIT_BUDGET': 289.1084395893455, 'INITIAL_MARGIN_PER_UNIT': 6.593011228813491, 'MAX_TRADING_CAPITAL_FOR_UNITS': 153283.26248833322, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.593011228813491, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003576197120142231, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 133, 'PENALTY_DURATION_MULTIPLIER': 2.4500826518214565, 'MAX_PENALTY_DURATION_HOURS': 1380, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.33745377168583374, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 129, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 7740}
|
{'small_calls': {'min_pnl_target': 0.034932601372891094, 'max_pnl_target': 0.15488859624127135, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.031094599984636123, 'max_pnl_target': 0.1880670720004153, 'max_calls_for_rule': 35}}
|
1,652 |
XRPUSD
|
{'omega': 0.616090357189354, 'alpha': [0.0649229782524176], 'beta': [0.8499005603018319], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02174398558731316, 'historical_segment_start_price': 0.8265, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 125.04011230358442, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 285, 'MAX_CONCURRENT_UNITS': 73, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 164208.7315080911, 'LEVERAGE': 16, 'UNIT_BUDGET': 2239.6011318987144, 'INITIAL_MARGIN_PER_UNIT': 7.815007018974026, 'MAX_TRADING_CAPITAL_FOR_UNITS': 164208.7315080911, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.815007018974026, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001302514979113067, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 125, 'PENALTY_DURATION_MULTIPLIER': 2.256573058503798, 'MAX_PENALTY_DURATION_HOURS': 1202, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3123494170860764, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 101, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 6060}
|
{'small_calls': {'min_pnl_target': 0.02320318404320931, 'max_pnl_target': 0.09507560532385932, 'max_calls_for_rule': 125}, 'moderate_calls': {'min_pnl_target': 0.09053421457876365, 'max_pnl_target': 0.20916411483393282, 'max_calls_for_rule': 206}}
|
1,653 |
NIFTYFIN
|
{'omega': 0.4002261171202694, 'alpha': [0.08291511874896622], 'beta': [0.8437288339289013], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.014667870310339158, 'historical_segment_start_price': 15939.7, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 1324.8324204321007, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 202, 'MAX_CONCURRENT_UNITS': 63, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 145019.8051855889, 'LEVERAGE': 118, 'UNIT_BUDGET': 2290.2205988462833, 'INITIAL_MARGIN_PER_UNIT': 11.227393393492378, 'MAX_TRADING_CAPITAL_FOR_UNITS': 145019.8051855889, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.227393393492378, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001557224846944949, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 153, 'PENALTY_DURATION_MULTIPLIER': 2.71733888106864, 'MAX_PENALTY_DURATION_HOURS': 1354, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.04355054183192082, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 129, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7740}
|
{'small_calls': {'min_pnl_target': 0.049881096409031836, 'max_pnl_target': 0.13305306899761105, 'max_calls_for_rule': 66}, 'moderate_calls': {'min_pnl_target': 0.08526592903361228, 'max_pnl_target': 0.3050070709450273, 'max_calls_for_rule': 189}}
|
1,654 |
BTCUSD
|
{'omega': 33.192788471572705, 'alpha': [0.15323416142000684], 'beta': [0.7828651038781475], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 703.99, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 444.6333342833271, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 205, 'MAX_CONCURRENT_UNITS': 59, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 88591.7203823787, 'LEVERAGE': 62, 'UNIT_BUDGET': 1479.1454018097081, 'INITIAL_MARGIN_PER_UNIT': 7.171505391666566, 'MAX_TRADING_CAPITAL_FOR_UNITS': 88591.7203823787, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.171505391666566, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0033421850376676204, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 132, 'PENALTY_DURATION_MULTIPLIER': 1.657020167482691, 'MAX_PENALTY_DURATION_HOURS': 1433, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5557069868154445, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 96, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5760}
|
{'small_calls': {'min_pnl_target': 0.03649038564391408, 'max_pnl_target': 0.14502428216847302, 'max_calls_for_rule': 121}, 'moderate_calls': {'min_pnl_target': 0.09801630167026365, 'max_pnl_target': 0.2283927106648368, 'max_calls_for_rule': 133}}
|
1,655 |
NIFTYFIN
|
{'omega': 0.41650402329466824, 'alpha': [0.07670168005323018], 'beta': [0.8414425541032505], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.01468785309657431, 'historical_segment_start_price': 15939.7, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 149.56125219809786, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 254, 'MAX_CONCURRENT_UNITS': 55, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 132885.2998039556, 'LEVERAGE': 16, 'UNIT_BUDGET': 2385.410052984935, 'INITIAL_MARGIN_PER_UNIT': 9.347578262381116, 'MAX_TRADING_CAPITAL_FOR_UNITS': 132885.2998039556, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.347578262381116, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0042772636700904535, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 83, 'PENALTY_DURATION_MULTIPLIER': 2.552991315717364, 'MAX_PENALTY_DURATION_HOURS': 575, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.26342931614363013, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 95, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5700}
|
{'small_calls': {'min_pnl_target': 0.039763715418462985, 'max_pnl_target': 0.1748039555057949, 'max_calls_for_rule': 142}, 'moderate_calls': {'min_pnl_target': 0.09013831401438496, 'max_pnl_target': 0.21473618580378045, 'max_calls_for_rule': 160}}
|
1,656 |
BTCUSD
|
{'omega': 17.1301926792382, 'alpha': [0.1696109896375323], 'beta': [0.8027643160008601], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 315.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 407.7764889704536, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 94, 'MAX_CONCURRENT_UNITS': 39, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 52257.56254324895, 'LEVERAGE': 29, 'UNIT_BUDGET': 1336.3139370574718, 'INITIAL_MARGIN_PER_UNIT': 14.06125824036047, 'MAX_TRADING_CAPITAL_FOR_UNITS': 52257.56254324895, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.06125824036047, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016609646330464668, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 160, 'PENALTY_DURATION_MULTIPLIER': 2.68751466286019, 'MAX_PENALTY_DURATION_HOURS': 692, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.46897856771124263, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 65, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 3900}
|
{'small_calls': {'min_pnl_target': 0.02704888877602886, 'max_pnl_target': 0.08106552319455511, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.06966088881334072, 'max_pnl_target': 0.289511540655371, 'max_calls_for_rule': 74}}
|
1,657 |
ETHUSD
|
{'omega': 3.1384967566035873, 'alpha': [0.10776257853045769], 'beta': [0.836605950340862], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1766.2, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 221.0039604765794, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 254, 'MAX_CONCURRENT_UNITS': 51, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 66495.8240028103, 'LEVERAGE': 44, 'UNIT_BUDGET': 1285.4346621499722, 'INITIAL_MARGIN_PER_UNIT': 5.022817283558623, 'MAX_TRADING_CAPITAL_FOR_UNITS': 66495.8240028103, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.022817283558623, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003725832407732016, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 80, 'PENALTY_DURATION_MULTIPLIER': 2.6980717897988327, 'MAX_PENALTY_DURATION_HOURS': 337, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4300285857187166, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 132, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 7920}
|
{'small_calls': {'min_pnl_target': 0.04272116521816908, 'max_pnl_target': 0.15045227505538378, 'max_calls_for_rule': 77}, 'moderate_calls': {'min_pnl_target': 0.08590617410487014, 'max_pnl_target': 0.19137972813071086, 'max_calls_for_rule': 159}}
|
1,658 |
ADAUSD
|
{'omega': 0.4447097632428438, 'alpha': [0.06281656465293722], 'beta': [0.8818147013228286], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.0153313792848546, 'historical_segment_start_price': 0.2841, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 530.4132589620326, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 362, 'MAX_CONCURRENT_UNITS': 54, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 101031.65474963957, 'LEVERAGE': 105, 'UNIT_BUDGET': 1837.7663553160032, 'INITIAL_MARGIN_PER_UNIT': 5.051554847257453, 'MAX_TRADING_CAPITAL_FOR_UNITS': 101031.65474963957, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.051554847257453, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004974072950383688, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 153, 'PENALTY_DURATION_MULTIPLIER': 2.0158421793042636, 'MAX_PENALTY_DURATION_HOURS': 488, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5375607902274147, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 148, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 8880}
|
{'small_calls': {'min_pnl_target': 0.013028295878936245, 'max_pnl_target': 0.10603274502425833, 'max_calls_for_rule': 118}, 'moderate_calls': {'min_pnl_target': 0.06798072914248879, 'max_pnl_target': 0.2585665907023733, 'max_calls_for_rule': 322}}
|
1,659 |
BTCUSD
|
{'omega': 6.50119159910759, 'alpha': [0.11167731075440575], 'beta': [0.7938629385993712], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1569.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 681.9815459601865, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 165, 'MAX_CONCURRENT_UNITS': 138, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 187214.22054579662, 'LEVERAGE': 84, 'UNIT_BUDGET': 1353.7874483606865, 'INITIAL_MARGIN_PER_UNIT': 8.118827928097458, 'MAX_TRADING_CAPITAL_FOR_UNITS': 187214.22054579662, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.118827928097458, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018364450094569685, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 64, 'PENALTY_DURATION_MULTIPLIER': 2.7931328212334443, 'MAX_PENALTY_DURATION_HOURS': 418, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6601480418803348, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 147, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 8820}
|
{'small_calls': {'min_pnl_target': 0.010138808603154529, 'max_pnl_target': 0.10213551900313553, 'max_calls_for_rule': 61}, 'moderate_calls': {'min_pnl_target': 0.06983869836940236, 'max_pnl_target': 0.19046532439599057, 'max_calls_for_rule': 136}}
|
1,660 |
BTCUSD
|
{'omega': 1.172908014657448, 'alpha': [0.08801815844616641], 'beta': [0.8817057050364367], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 29694.91, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1140.969348257415, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 107, 'MAX_CONCURRENT_UNITS': 116, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 121091.49661771709, 'LEVERAGE': 119, 'UNIT_BUDGET': 1038.881494921041, 'INITIAL_MARGIN_PER_UNIT': 9.587977716448865, 'MAX_TRADING_CAPITAL_FOR_UNITS': 121091.49661771709, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.587977716448865, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00428479700167472, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 150, 'PENALTY_DURATION_MULTIPLIER': 2.858401658652967, 'MAX_PENALTY_DURATION_HOURS': 872, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.02894305259918853, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 121, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 7260}
|
{'small_calls': {'min_pnl_target': 0.03101254170384231, 'max_pnl_target': 0.11982499476701015, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.023563306792669117, 'max_pnl_target': 0.15894845354659176, 'max_calls_for_rule': 103}}
|
1,661 |
ADAUSD
|
{'omega': 0.7101799333762118, 'alpha': [0.05502081725557552], 'beta': [0.9429791827444245], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.008136877079099419, 'historical_segment_start_price': 0.2668, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1465.8845095871563, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 103, 'MAX_CONCURRENT_UNITS': 95, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 116954.20699164373, 'LEVERAGE': 125, 'UNIT_BUDGET': 1221.7051128966148, 'INITIAL_MARGIN_PER_UNIT': 11.727076076697251, 'MAX_TRADING_CAPITAL_FOR_UNITS': 116954.20699164373, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.727076076697251, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003923689954520287, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 102, 'PENALTY_DURATION_MULTIPLIER': 2.2728773929318185, 'MAX_PENALTY_DURATION_HOURS': 297, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6759368291090709, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 113, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 6780}
|
{'small_calls': {'min_pnl_target': 0.042538618380542376, 'max_pnl_target': 0.12952903178965827, 'max_calls_for_rule': 55}, 'moderate_calls': {'min_pnl_target': 0.04679931228300855, 'max_pnl_target': 0.23242376778065715, 'max_calls_for_rule': 97}}
|
1,662 |
NIFTYHEALTHCARE
|
{'omega': 0.2287185148340236, 'alpha': [0.10125846489909084], 'beta': [0.8698086643060954], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.627239202755303, 'historical_segment_start_price': 8023.25, 'asset_source_name': 'NIFTYHEALTHCARE'}
|
{'POSITION_SIZE_PER_UNIT': 365.08990289622443, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 89, 'MAX_CONCURRENT_UNITS': 235, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 176962.35422573698, 'LEVERAGE': 44, 'UNIT_BUDGET': 751.5027588962818, 'INITIAL_MARGIN_PER_UNIT': 8.29749779309601, 'MAX_TRADING_CAPITAL_FOR_UNITS': 176962.35422573698, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.29749779309601, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001399629270575682, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 82, 'PENALTY_DURATION_MULTIPLIER': 2.803387962519038, 'MAX_PENALTY_DURATION_HOURS': 1198, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3215358421021553, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 150, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 9000}
|
{'small_calls': {'min_pnl_target': 0.03139479415276229, 'max_pnl_target': 0.1650225789567431, 'max_calls_for_rule': 51}, 'moderate_calls': {'min_pnl_target': 0.08423087613701413, 'max_pnl_target': 0.2992632444733259, 'max_calls_for_rule': 79}}
|
1,663 |
BTCUSD
|
{'omega': 0.7262970318266142, 'alpha': [0.1768208926615039], 'beta': [0.7671821244316582], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 6458.52, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 721.602376373261, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 162, 'MAX_CONCURRENT_UNITS': 84, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 127294.53640125485, 'LEVERAGE': 78, 'UNIT_BUDGET': 1511.6787182906846, 'INITIAL_MARGIN_PER_UNIT': 9.25131251760591, 'MAX_TRADING_CAPITAL_FOR_UNITS': 127294.53640125485, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.25131251760591, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0027776874025247315, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 60, 'PENALTY_DURATION_MULTIPLIER': 1.650858033243618, 'MAX_PENALTY_DURATION_HOURS': 1007, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3155557536957678, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 92, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5520}
|
{'small_calls': {'min_pnl_target': 0.008472364057475397, 'max_pnl_target': 0.11415655407565908, 'max_calls_for_rule': 52}, 'moderate_calls': {'min_pnl_target': 0.07498133723359686, 'max_pnl_target': 0.20904483284578568, 'max_calls_for_rule': 143}}
|
1,664 |
NIFTY50
|
{'omega': 0.2597407021491929, 'alpha': [0.09783253999571816], 'beta': [0.8594438777040977], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.010093375253437942, 'historical_segment_start_price': 16176.35, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 1282.0071522562928, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 124, 'MAX_CONCURRENT_UNITS': 72, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 115769.63371428076, 'LEVERAGE': 101, 'UNIT_BUDGET': 1591.1748243339214, 'INITIAL_MARGIN_PER_UNIT': 12.693140121349433, 'MAX_TRADING_CAPITAL_FOR_UNITS': 115769.63371428076, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.693140121349433, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0032594493117123124, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 124, 'PENALTY_DURATION_MULTIPLIER': 1.6594053935559492, 'MAX_PENALTY_DURATION_HOURS': 716, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4145038949968959, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 107, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 6420}
|
{'small_calls': {'min_pnl_target': 0.03193313187502067, 'max_pnl_target': 0.13159060891998825, 'max_calls_for_rule': 54}, 'moderate_calls': {'min_pnl_target': 0.06030710627197353, 'max_pnl_target': 0.2706052737193027, 'max_calls_for_rule': 78}}
|
1,665 |
BNBUSD
|
{'omega': 1.118709889071012, 'alpha': [0.0940967852903213], 'beta': [0.9039032147096786], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 17.1081, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1000.5832285003013, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 130, 'MAX_CONCURRENT_UNITS': 55, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 85286.2855321913, 'LEVERAGE': 85, 'UNIT_BUDGET': 1548.0257320275118, 'INITIAL_MARGIN_PER_UNIT': 11.771567394121192, 'MAX_TRADING_CAPITAL_FOR_UNITS': 85286.2855321913, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.771567394121192, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029483188359312774, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 153, 'PENALTY_DURATION_MULTIPLIER': 2.745428417117535, 'MAX_PENALTY_DURATION_HOURS': 463, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.49185734217627824, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 75, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 4500}
|
{'small_calls': {'min_pnl_target': 0.011770067389806606, 'max_pnl_target': 0.13356162207697456, 'max_calls_for_rule': 54}, 'moderate_calls': {'min_pnl_target': 0.012962402399476623, 'max_pnl_target': 0.2085794695353093, 'max_calls_for_rule': 87}}
|
1,666 |
XRPUSD
|
{'omega': 0.7840812311065702, 'alpha': [0.10882686515336563], 'beta': [0.877062170683157], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.24298, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1416.8567302053718, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 174, 'MAX_CONCURRENT_UNITS': 65, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 132876.89336779228, 'LEVERAGE': 122, 'UNIT_BUDGET': 2034.3083532694197, 'INITIAL_MARGIN_PER_UNIT': 11.613579755781736, 'MAX_TRADING_CAPITAL_FOR_UNITS': 132876.89336779228, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.613579755781736, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002179924241752484, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 71, 'PENALTY_DURATION_MULTIPLIER': 2.7173913877146143, 'MAX_PENALTY_DURATION_HOURS': 1209, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4814483884339202, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 79, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 4740}
|
{'small_calls': {'min_pnl_target': 0.02454801801619019, 'max_pnl_target': 0.1584335781881613, 'max_calls_for_rule': 76}, 'moderate_calls': {'min_pnl_target': 0.017204390095562967, 'max_pnl_target': 0.18053241520593696, 'max_calls_for_rule': 114}}
|
1,667 |
BTCUSD
|
{'omega': 1.2903548789888528, 'alpha': [0.12031786611666717], 'beta': [0.8776821338833328], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.023706835924038862, 'historical_segment_start_price': 10199.88, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 806.8572626369245, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 190, 'MAX_CONCURRENT_UNITS': 64, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 97875.52703609705, 'LEVERAGE': 101, 'UNIT_BUDGET': 1527.466677216861, 'INITIAL_MARGIN_PER_UNIT': 7.988685768682421, 'MAX_TRADING_CAPITAL_FOR_UNITS': 97875.52703609705, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.988685768682421, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004016563915051744, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 131, 'PENALTY_DURATION_MULTIPLIER': 1.7820728217169872, 'MAX_PENALTY_DURATION_HOURS': 275, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.140911892370925, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 72, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 4320}
|
{'small_calls': {'min_pnl_target': 0.017334387197980528, 'max_pnl_target': 0.07186409970051777, 'max_calls_for_rule': 96}, 'moderate_calls': {'min_pnl_target': 0.07553819605785064, 'max_pnl_target': 0.24291929376167695, 'max_calls_for_rule': 138}}
|
1,668 |
BNBUSD
|
{'omega': 0.6336668089711479, 'alpha': [0.06293690486057958], 'beta': [0.9350630951394203], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.0077341668753659045, 'historical_segment_start_price': 243.5, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 245.22703808848863, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 211, 'MAX_CONCURRENT_UNITS': 122, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 164029.96989553008, 'LEVERAGE': 39, 'UNIT_BUDGET': 1336.9746019808083, 'INITIAL_MARGIN_PER_UNIT': 6.287872771499709, 'MAX_TRADING_CAPITAL_FOR_UNITS': 164029.96989553008, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.287872771499709, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0033231710401067103, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 32, 'PENALTY_DURATION_MULTIPLIER': 2.1502417385913706, 'MAX_PENALTY_DURATION_HOURS': 267, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4481604063254265, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 98, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 5880}
|
{'small_calls': {'min_pnl_target': 0.019846877676968813, 'max_pnl_target': 0.10265516933402938, 'max_calls_for_rule': 101}, 'moderate_calls': {'min_pnl_target': 0.08698692782686189, 'max_pnl_target': 0.31690112369054874, 'max_calls_for_rule': 185}}
|
1,669 |
BTCUSD
|
{'omega': 12.679683211095899, 'alpha': [0.14050936811039202], 'beta': [0.8085061475825972], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 227.55, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 300.61092186297884, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 55, 'MAX_CONCURRENT_UNITS': 211, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 120193.98635044707, 'LEVERAGE': 30, 'UNIT_BUDGET': 567.829623303971, 'INITIAL_MARGIN_PER_UNIT': 10.020364062099295, 'MAX_TRADING_CAPITAL_FOR_UNITS': 120193.98635044707, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.020364062099295, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004450716170255629, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 48, 'PENALTY_DURATION_MULTIPLIER': 2.3635442291279745, 'MAX_PENALTY_DURATION_HOURS': 1006, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7209803192165186, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 83, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 4980}
|
{'small_calls': {'min_pnl_target': 0.008915258908078823, 'max_pnl_target': 0.07862450382637334, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.08608042986767164, 'max_pnl_target': 0.29555549381996926, 'max_calls_for_rule': 37}}
|
1,670 |
NIFTY50
|
{'omega': 0.4275742016275067, 'alpha': [0.1266506319771921], 'beta': [0.8713493680228078], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.04745241257108787, 'historical_segment_start_price': 8288.15, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 1268.3255587527392, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 18, 'MAX_CONCURRENT_UNITS': 193, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 57113.527425394044, 'LEVERAGE': 85, 'UNIT_BUDGET': 294.8566557574607, 'INITIAL_MARGIN_PER_UNIT': 14.921477161796933, 'MAX_TRADING_CAPITAL_FOR_UNITS': 57113.527425394044, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.921477161796933, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0038409023099112145, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 129, 'PENALTY_DURATION_MULTIPLIER': 1.7180031240437985, 'MAX_PENALTY_DURATION_HOURS': 783, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10960061096195035, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 57, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 3420}
|
{'small_calls': {'min_pnl_target': 0.00989887440810981, 'max_pnl_target': 0.12882913837396245, 'max_calls_for_rule': 6}, 'moderate_calls': {'min_pnl_target': 0.069797802741988, 'max_pnl_target': 0.21829503621544427, 'max_calls_for_rule': 14}}
|
1,671 |
NIFTYFMCG
|
{'omega': 0.4867790695388544, 'alpha': [0.13002091362199827], 'beta': [0.8679790863780018], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.007804751062444674, 'historical_segment_start_price': 26235.6, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 1645.4501165093354, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 147, 'MAX_CONCURRENT_UNITS': 82, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 174228.72868717398, 'LEVERAGE': 116, 'UNIT_BUDGET': 2111.0652671698253, 'INITIAL_MARGIN_PER_UNIT': 14.18491479749427, 'MAX_TRADING_CAPITAL_FOR_UNITS': 174228.72868717398, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.18491479749427, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004305280826010577, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 71, 'PENALTY_DURATION_MULTIPLIER': 2.039282516449843, 'MAX_PENALTY_DURATION_HOURS': 356, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.20630094691552472, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 113, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 6780}
|
{'small_calls': {'min_pnl_target': 0.026461454815518357, 'max_pnl_target': 0.09082265846442751, 'max_calls_for_rule': 71}, 'moderate_calls': {'min_pnl_target': 0.03474808072045257, 'max_pnl_target': 0.21149164173921117, 'max_calls_for_rule': 91}}
|
1,672 |
ADAUSD
|
{'omega': 5.04228570650043, 'alpha': [0.08876096594706086], 'beta': [0.8770614647096807], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.1648, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 934.4810227852661, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 157, 'MAX_CONCURRENT_UNITS': 57, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 68433.37688177757, 'LEVERAGE': 125, 'UNIT_BUDGET': 1181.527104074009, 'INITIAL_MARGIN_PER_UNIT': 7.475848182282129, 'MAX_TRADING_CAPITAL_FOR_UNITS': 68433.37688177757, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.475848182282129, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004318901029312108, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 109, 'PENALTY_DURATION_MULTIPLIER': 2.081323888817103, 'MAX_PENALTY_DURATION_HOURS': 1087, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7430806718343361, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 67, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 4020}
|
{'small_calls': {'min_pnl_target': 0.007378088100761704, 'max_pnl_target': 0.07098114949604414, 'max_calls_for_rule': 55}, 'moderate_calls': {'min_pnl_target': 0.05155471466501956, 'max_pnl_target': 0.25133499829818634, 'max_calls_for_rule': 136}}
|
1,673 |
BTCUSD
|
{'omega': 19.309771186620456, 'alpha': [0.18712968539412778], 'beta': [0.8108703146058722], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 588.02, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 792.2613622539167, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 72, 'MAX_CONCURRENT_UNITS': 189, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 141227.59844916489, 'LEVERAGE': 78, 'UNIT_BUDGET': 745.7827518738204, 'INITIAL_MARGIN_PER_UNIT': 10.15719695197329, 'MAX_TRADING_CAPITAL_FOR_UNITS': 141227.59844916489, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.15719695197329, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002020011806677181, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 42, 'PENALTY_DURATION_MULTIPLIER': 2.6347575655951387, 'MAX_PENALTY_DURATION_HOURS': 993, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4051968031379773, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 72, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 4320}
|
{'small_calls': {'min_pnl_target': 0.0482739476744277, 'max_pnl_target': 0.1023278275751844, 'max_calls_for_rule': 42}, 'moderate_calls': {'min_pnl_target': 0.08741206306233898, 'max_pnl_target': 0.2614595863805812, 'max_calls_for_rule': 54}}
|
1,674 |
XRPUSD
|
{'omega': 4.288123751823206, 'alpha': [0.11075145103019719], 'beta': [0.8872485489698029], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.44061, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 290.7804564507487, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 117, 'MAX_CONCURRENT_UNITS': 175, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 194225.0134807683, 'LEVERAGE': 31, 'UNIT_BUDGET': 1108.8656913459201, 'INITIAL_MARGIN_PER_UNIT': 9.3800147242177, 'MAX_TRADING_CAPITAL_FOR_UNITS': 194225.0134807683, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.3800147242177, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001695378892598122, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 118, 'PENALTY_DURATION_MULTIPLIER': 1.7585180542882242, 'MAX_PENALTY_DURATION_HOURS': 1056, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.21759777983870898, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 124, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 7440}
|
{'small_calls': {'min_pnl_target': 0.04865414097423324, 'max_pnl_target': 0.09886889216957885, 'max_calls_for_rule': 61}, 'moderate_calls': {'min_pnl_target': 0.09429714873351475, 'max_pnl_target': 0.21211868910001191, 'max_calls_for_rule': 105}}
|
1,675 |
ADAUSD
|
{'omega': 1.2604323859281095, 'alpha': [0.07699212189471823], 'beta': [0.9210078781052817], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1.18605, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 866.5430352088771, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 146, 'MAX_CONCURRENT_UNITS': 41, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 90877.89531943633, 'LEVERAGE': 58, 'UNIT_BUDGET': 2208.756111482889, 'INITIAL_MARGIN_PER_UNIT': 14.940397158773743, 'MAX_TRADING_CAPITAL_FOR_UNITS': 90877.89531943633, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.940397158773743, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0027050308624674557, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 115, 'PENALTY_DURATION_MULTIPLIER': 2.108088330033784, 'MAX_PENALTY_DURATION_HOURS': 761, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6709210612980072, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 148, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 8880}
|
{'small_calls': {'min_pnl_target': 0.04348676337398758, 'max_pnl_target': 0.09634736368510495, 'max_calls_for_rule': 53}, 'moderate_calls': {'min_pnl_target': 0.06857593825673565, 'max_pnl_target': 0.20368154634323582, 'max_calls_for_rule': 93}}
|
1,676 |
NIFTYFIN
|
{'omega': 0.7675803387022928, 'alpha': [0.12731243948330123], 'beta': [0.8546494837867379], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.014831511905656998, 'historical_segment_start_price': 6997.4, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 355.53695258791794, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 62, 'MAX_CONCURRENT_UNITS': 214, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 180476.41262592646, 'LEVERAGE': 27, 'UNIT_BUDGET': 842.0940956463196, 'INITIAL_MARGIN_PER_UNIT': 13.168035281033998, 'MAX_TRADING_CAPITAL_FOR_UNITS': 180476.41262592646, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.168035281033998, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016047401721836886, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 25, 'PENALTY_DURATION_MULTIPLIER': 2.1703467454932115, 'MAX_PENALTY_DURATION_HOURS': 915, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7337744353721286, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 108, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 6480}
|
{'small_calls': {'min_pnl_target': 0.010235822999593245, 'max_pnl_target': 0.08920099644274318, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.05602143628593997, 'max_pnl_target': 0.23332844605863423, 'max_calls_for_rule': 44}}
|
1,677 |
ETHUSD
|
{'omega': 2.0465219859916046, 'alpha': [0.1793164375973931], 'beta': [0.8186835624026069], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1769.9, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 556.6190345389114, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 304, 'MAX_CONCURRENT_UNITS': 58, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 133592.7163142007, 'LEVERAGE': 75, 'UNIT_BUDGET': 2270.939334629991, 'INITIAL_MARGIN_PER_UNIT': 7.421587127185485, 'MAX_TRADING_CAPITAL_FOR_UNITS': 133592.7163142007, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.421587127185485, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0026303281359693407, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 151, 'PENALTY_DURATION_MULTIPLIER': 2.779628608315292, 'MAX_PENALTY_DURATION_HOURS': 800, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6330700280205973, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 131, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7860}
|
{'small_calls': {'min_pnl_target': 0.03900904068984625, 'max_pnl_target': 0.12235720809360948, 'max_calls_for_rule': 97}, 'moderate_calls': {'min_pnl_target': 0.02584993880604409, 'max_pnl_target': 0.2746109977260854, 'max_calls_for_rule': 264}}
|
1,678 |
BNBUSD
|
{'omega': 2.605932669089671, 'alpha': [0.09070632458182952], 'beta': [0.9072936754181704], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 20.4147, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1188.3278489040317, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 210, 'MAX_CONCURRENT_UNITS': 29, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 58610.67389981304, 'LEVERAGE': 125, 'UNIT_BUDGET': 2014.2063210134695, 'INITIAL_MARGIN_PER_UNIT': 9.506622791232253, 'MAX_TRADING_CAPITAL_FOR_UNITS': 58610.67389981304, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.506622791232253, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0024912080008266187, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 44, 'PENALTY_DURATION_MULTIPLIER': 2.240534449519763, 'MAX_PENALTY_DURATION_HOURS': 293, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6391063920243577, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 53, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 3180}
|
{'small_calls': {'min_pnl_target': 0.03160671170640927, 'max_pnl_target': 0.1473492559954566, 'max_calls_for_rule': 112}, 'moderate_calls': {'min_pnl_target': 0.07557851469119359, 'max_pnl_target': 0.2828530097914008, 'max_calls_for_rule': 172}}
|
1,679 |
NIFTYFMCG
|
{'omega': 0.459317831740063, 'alpha': [0.11582901619072347], 'beta': [0.8292512669104644], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.007653919901041169, 'historical_segment_start_price': 26235.6, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 1244.1265261557767, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 95, 'MAX_CONCURRENT_UNITS': 107, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 112736.07407864196, 'LEVERAGE': 115, 'UNIT_BUDGET': 1044.0025977812604, 'INITIAL_MARGIN_PER_UNIT': 10.818491531789363, 'MAX_TRADING_CAPITAL_FOR_UNITS': 112736.07407864196, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.818491531789363, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002307097108809819, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 137, 'PENALTY_DURATION_MULTIPLIER': 1.5934349762525322, 'MAX_PENALTY_DURATION_HOURS': 1049, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.44295227564036505, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 82, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 4920}
|
{'small_calls': {'min_pnl_target': 0.010825680793324428, 'max_pnl_target': 0.07846741821634831, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.08757780818709766, 'max_pnl_target': 0.2832918991802957, 'max_calls_for_rule': 86}}
|
1,680 |
ETHUSD
|
{'omega': 1.7782602414477446, 'alpha': [0.08276295202111764], 'beta': [0.9043391482649786], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1801.9, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 569.0047879441371, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 225, 'MAX_CONCURRENT_UNITS': 71, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 137850.90343790222, 'LEVERAGE': 67, 'UNIT_BUDGET': 1924.2485934133063, 'INITIAL_MARGIN_PER_UNIT': 8.492608775285628, 'MAX_TRADING_CAPITAL_FOR_UNITS': 137850.90343790222, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.492608775285628, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004009996042173747, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 101, 'PENALTY_DURATION_MULTIPLIER': 1.6232577551504717, 'MAX_PENALTY_DURATION_HOURS': 713, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7158065630653623, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 40, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 19, 'NON_TRADEABLE_WINDOW': 2400}
|
{'small_calls': {'min_pnl_target': 0.024949467502504062, 'max_pnl_target': 0.13182310762423638, 'max_calls_for_rule': 120}, 'moderate_calls': {'min_pnl_target': 0.07546515997234696, 'max_pnl_target': 0.256024073546787, 'max_calls_for_rule': 206}}
|
1,681 |
ETHUSD
|
{'omega': 2.1958244037595844, 'alpha': [0.14733805062518157], 'beta': [0.8506619493748185], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1855.0, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 198.62964698723545, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 43, 'MAX_CONCURRENT_UNITS': 209, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 81217.7286904875, 'LEVERAGE': 23, 'UNIT_BUDGET': 387.8847729646852, 'INITIAL_MARGIN_PER_UNIT': 8.636071608140671, 'MAX_TRADING_CAPITAL_FOR_UNITS': 81217.7286904875, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.636071608140671, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004243674780164958, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 57, 'PENALTY_DURATION_MULTIPLIER': 2.263223226645446, 'MAX_PENALTY_DURATION_HOURS': 1348, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.21961546670057167, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 60, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 3600}
|
{'small_calls': {'min_pnl_target': 0.032094459169947416, 'max_pnl_target': 0.1154032640713851, 'max_calls_for_rule': 22}, 'moderate_calls': {'min_pnl_target': 0.09781727238426054, 'max_pnl_target': 0.21539051573717577, 'max_calls_for_rule': 33}}
|
1,682 |
BNBUSD
|
{'omega': 16.545839180995326, 'alpha': [0.17495828136222566], 'beta': [0.8230417186377745], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.657077239440776, 'historical_segment_start_price': 13.5551, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 907.3751504102922, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 99, 'MAX_CONCURRENT_UNITS': 50, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 71696.71112846775, 'LEVERAGE': 64, 'UNIT_BUDGET': 1428.2198497105067, 'INITIAL_MARGIN_PER_UNIT': 14.177736725160816, 'MAX_TRADING_CAPITAL_FOR_UNITS': 71696.71112846775, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.177736725160816, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002784748222697311, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 70, 'PENALTY_DURATION_MULTIPLIER': 1.8616356598032517, 'MAX_PENALTY_DURATION_HOURS': 1050, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2960406642482911, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 109, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6540}
|
{'small_calls': {'min_pnl_target': 0.01445510067535493, 'max_pnl_target': 0.10829398683191621, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.09593731897537269, 'max_pnl_target': 0.2774571306982718, 'max_calls_for_rule': 63}}
|
1,683 |
BNBUSD
|
{'omega': 1.5478265941287965, 'alpha': [0.06536112472499442], 'beta': [0.8624928347941563], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.016571206528747363, 'historical_segment_start_price': 255.6, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 275.730157021749, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 116, 'MAX_CONCURRENT_UNITS': 175, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 183912.20468014528, 'LEVERAGE': 31, 'UNIT_BUDGET': 1046.4580881173029, 'INITIAL_MARGIN_PER_UNIT': 8.894521194249968, 'MAX_TRADING_CAPITAL_FOR_UNITS': 183912.20468014528, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.894521194249968, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002288868120154432, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 27, 'PENALTY_DURATION_MULTIPLIER': 2.7628791411179034, 'MAX_PENALTY_DURATION_HOURS': 624, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4594838421718455, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 85, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 5100}
|
{'small_calls': {'min_pnl_target': 0.0364884426759195, 'max_pnl_target': 0.1578091725781559, 'max_calls_for_rule': 40}, 'moderate_calls': {'min_pnl_target': 0.06348602056710073, 'max_pnl_target': 0.1825472854701005, 'max_calls_for_rule': 90}}
|
1,684 |
BNBUSD
|
{'omega': 1.1779433227228195, 'alpha': [0.07511010328209333], 'beta': [0.9228898967179067], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.026975638144465564, 'historical_segment_start_price': 366.1, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 535.0298378105052, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 159, 'MAX_CONCURRENT_UNITS': 53, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 104920.79919180225, 'LEVERAGE': 44, 'UNIT_BUDGET': 1952.2426083013434, 'INITIAL_MARGIN_PER_UNIT': 12.159769041147847, 'MAX_TRADING_CAPITAL_FOR_UNITS': 104920.79919180225, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.159769041147847, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002039666289079777, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 158, 'PENALTY_DURATION_MULTIPLIER': 1.6785448265857625, 'MAX_PENALTY_DURATION_HOURS': 788, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.12263259750677061, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 117, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7020}
|
{'small_calls': {'min_pnl_target': 0.027843631475355294, 'max_pnl_target': 0.13908585169661075, 'max_calls_for_rule': 88}, 'moderate_calls': {'min_pnl_target': 0.06911195848396207, 'max_pnl_target': 0.25978803981891446, 'max_calls_for_rule': 111}}
|
1,685 |
BTCUSD
|
{'omega': 1.2838417561609299, 'alpha': [0.06276942451317445], 'beta': [0.9352305754868256], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.01011107273387222, 'historical_segment_start_price': 9574.23, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1665.9882592585902, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 143, 'MAX_CONCURRENT_UNITS': 43, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 88940.37275930433, 'LEVERAGE': 117, 'UNIT_BUDGET': 2052.379662171789, 'INITIAL_MARGIN_PER_UNIT': 14.239215891099061, 'MAX_TRADING_CAPITAL_FOR_UNITS': 88940.37275930433, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.239215891099061, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012142997825678155, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 118, 'PENALTY_DURATION_MULTIPLIER': 2.829450502605858, 'MAX_PENALTY_DURATION_HOURS': 965, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.09559583887051172, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 109, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6540}
|
{'small_calls': {'min_pnl_target': 0.049940392841486825, 'max_pnl_target': 0.12448258038687258, 'max_calls_for_rule': 67}, 'moderate_calls': {'min_pnl_target': 0.08655271362526254, 'max_pnl_target': 0.3245081547446651, 'max_calls_for_rule': 99}}
|
1,686 |
ETHUSD
|
{'omega': 1.7589300326918589, 'alpha': [0.07880557370282627], 'beta': [0.9191944262971737], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1801.9, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1328.4852010702643, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 101, 'MAX_CONCURRENT_UNITS': 45, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 57132.998158770184, 'LEVERAGE': 108, 'UNIT_BUDGET': 1263.2966909590987, 'INITIAL_MARGIN_PER_UNIT': 12.300788898798743, 'MAX_TRADING_CAPITAL_FOR_UNITS': 57132.998158770184, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.300788898798743, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012730818229048308, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 162, 'PENALTY_DURATION_MULTIPLIER': 1.8745404236442254, 'MAX_PENALTY_DURATION_HOURS': 551, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.261670748898284, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 66, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 3960}
|
{'small_calls': {'min_pnl_target': 0.032343977167746334, 'max_pnl_target': 0.11334779027169886, 'max_calls_for_rule': 50}, 'moderate_calls': {'min_pnl_target': 0.040954348733061335, 'max_pnl_target': 0.18699973104035708, 'max_calls_for_rule': 76}}
|
1,687 |
BNBUSD
|
{'omega': 0.6782597469272679, 'alpha': [0.0707287708155894], 'beta': [0.9063092653385846], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.04257685721614105, 'historical_segment_start_price': 432.0, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 604.8515856479648, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 361, 'MAX_CONCURRENT_UNITS': 65, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 148738.76831633068, 'LEVERAGE': 96, 'UNIT_BUDGET': 2284.790087443569, 'INITIAL_MARGIN_PER_UNIT': 6.300537350499633, 'MAX_TRADING_CAPITAL_FOR_UNITS': 148738.76831633068, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.300537350499633, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003848980568760652, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 105, 'PENALTY_DURATION_MULTIPLIER': 2.629121413339723, 'MAX_PENALTY_DURATION_HOURS': 811, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2741630164408959, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 98, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5880}
|
{'small_calls': {'min_pnl_target': 0.026983796344987272, 'max_pnl_target': 0.09651011631649259, 'max_calls_for_rule': 122}, 'moderate_calls': {'min_pnl_target': 0.06985817657458945, 'max_pnl_target': 0.28446146334026784, 'max_calls_for_rule': 269}}
|
1,688 |
NIFTYBANK
|
{'omega': 0.30610779865644766, 'alpha': [0.0749065808653075], 'beta': [0.8741594315636463], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.038315059501545, 'historical_segment_start_price': 24149.05, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 540.126879170239, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 260, 'MAX_CONCURRENT_UNITS': 35, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 87585.98954706293, 'LEVERAGE': 58, 'UNIT_BUDGET': 2433.916236214284, 'INITIAL_MARGIN_PER_UNIT': 9.31253239948688, 'MAX_TRADING_CAPITAL_FOR_UNITS': 87585.98954706293, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.31253239948688, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00428145462239861, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 119, 'PENALTY_DURATION_MULTIPLIER': 1.679961015249839, 'MAX_PENALTY_DURATION_HOURS': 1224, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.04210169582950118, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 130, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7800}
|
{'small_calls': {'min_pnl_target': 0.04339257266588254, 'max_pnl_target': 0.161496547291615, 'max_calls_for_rule': 142}, 'moderate_calls': {'min_pnl_target': 0.09588633256534745, 'max_pnl_target': 0.2847693659361833, 'max_calls_for_rule': 196}}
|
1,689 |
ADAUSD
|
{'omega': 2.0403044219269537, 'alpha': [0.08505481722093491], 'beta': [0.8506993490658296], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.10433, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 350.15858878112823, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 122, 'MAX_CONCURRENT_UNITS': 89, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 89842.21426254409, 'LEVERAGE': 43, 'UNIT_BUDGET': 1005.2104290502414, 'INITIAL_MARGIN_PER_UNIT': 8.143222994909959, 'MAX_TRADING_CAPITAL_FOR_UNITS': 89842.21426254409, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.143222994909959, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0044628661299068945, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 156, 'PENALTY_DURATION_MULTIPLIER': 1.558328493400925, 'MAX_PENALTY_DURATION_HOURS': 1331, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.45468352753686714, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 124, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 7440}
|
{'small_calls': {'min_pnl_target': 0.046148708868866, 'max_pnl_target': 0.13893016377687023, 'max_calls_for_rule': 60}, 'moderate_calls': {'min_pnl_target': 0.08261816004901514, 'max_pnl_target': 0.28011693722409897, 'max_calls_for_rule': 105}}
|
1,690 |
BNBUSD
|
{'omega': 2.049047026325332, 'alpha': [0.0808991725294556], 'beta': [0.9171008274705443], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 13.7939, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 866.0550703771349, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 278, 'MAX_CONCURRENT_UNITS': 81, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 159999.76739060326, 'LEVERAGE': 124, 'UNIT_BUDGET': 1952.1659848850604, 'INITIAL_MARGIN_PER_UNIT': 6.984315083686572, 'MAX_TRADING_CAPITAL_FOR_UNITS': 159999.76739060326, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.984315083686572, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019865250091447373, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 155, 'PENALTY_DURATION_MULTIPLIER': 2.0781040344861283, 'MAX_PENALTY_DURATION_HOURS': 1344, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.16539793587277152, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 52, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3120}
|
{'small_calls': {'min_pnl_target': 0.017112248943778326, 'max_pnl_target': 0.07754926453458602, 'max_calls_for_rule': 127}, 'moderate_calls': {'min_pnl_target': 0.02055184625994312, 'max_pnl_target': 0.13775401137750182, 'max_calls_for_rule': 204}}
|
1,691 |
ADAUSD
|
{'omega': 3.087189828836629, 'alpha': [0.08782950593021704], 'beta': [0.8303007313286836], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.03678, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 692.0937034426297, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 116, 'MAX_CONCURRENT_UNITS': 106, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 148909.98027729447, 'LEVERAGE': 58, 'UNIT_BUDGET': 1396.6807366061448, 'INITIAL_MARGIN_PER_UNIT': 11.932650059355684, 'MAX_TRADING_CAPITAL_FOR_UNITS': 148909.98027729447, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.932650059355684, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0026340151758434053, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 136, 'PENALTY_DURATION_MULTIPLIER': 1.8468152771302213, 'MAX_PENALTY_DURATION_HOURS': 722, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6164354950154957, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 127, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7620}
|
{'small_calls': {'min_pnl_target': 0.04218768696345038, 'max_pnl_target': 0.18040154082079282, 'max_calls_for_rule': 57}, 'moderate_calls': {'min_pnl_target': 0.04110711232164735, 'max_pnl_target': 0.2617180026426549, 'max_calls_for_rule': 76}}
|
1,692 |
NIFTY50
|
{'omega': 0.14878644718625364, 'alpha': [0.09188301408276485], 'beta': [0.8164071237581326], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.009405287569470433, 'historical_segment_start_price': 10164.7, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 698.397954981305, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 296, 'MAX_CONCURRENT_UNITS': 56, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 115174.37533306508, 'LEVERAGE': 101, 'UNIT_BUDGET': 2055.1714841319563, 'INITIAL_MARGIN_PER_UNIT': 6.914831237438664, 'MAX_TRADING_CAPITAL_FOR_UNITS': 115174.37533306508, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.914831237438664, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0021011428688287133, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 37, 'PENALTY_DURATION_MULTIPLIER': 2.4859724457111145, 'MAX_PENALTY_DURATION_HOURS': 949, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.049495329719909296, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 88, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 5280}
|
{'small_calls': {'min_pnl_target': 0.025339836672490436, 'max_pnl_target': 0.13901042451542378, 'max_calls_for_rule': 168}, 'moderate_calls': {'min_pnl_target': 0.0717550716312198, 'max_pnl_target': 0.28836142788129454, 'max_calls_for_rule': 228}}
|
1,693 |
ETHUSD
|
{'omega': 1.3059183149482656, 'alpha': [0.0789049310009397], 'beta': [0.8897509579179151], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 591.76548108, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 444.1958607186737, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 160, 'MAX_CONCURRENT_UNITS': 102, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 198604.3018690242, 'LEVERAGE': 37, 'UNIT_BUDGET': 1938.921077000635, 'INITIAL_MARGIN_PER_UNIT': 12.005293532937127, 'MAX_TRADING_CAPITAL_FOR_UNITS': 198604.3018690242, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.005293532937127, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018339336429912174, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 37, 'PENALTY_DURATION_MULTIPLIER': 2.745121666297858, 'MAX_PENALTY_DURATION_HOURS': 668, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5554425381618532, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 68, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 4080}
|
{'small_calls': {'min_pnl_target': 0.04718407399857739, 'max_pnl_target': 0.18612097188946353, 'max_calls_for_rule': 91}, 'moderate_calls': {'min_pnl_target': 0.08775732589249816, 'max_pnl_target': 0.21850420963131326, 'max_calls_for_rule': 127}}
|
1,694 |
BNBUSD
|
{'omega': 3.187412888373078, 'alpha': [0.13926240411727542], 'beta': [0.8587375958827245], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.012600582297855198, 'historical_segment_start_price': 17.6526, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 793.6283846373171, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 66, 'MAX_CONCURRENT_UNITS': 71, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 70326.30154457659, 'LEVERAGE': 55, 'UNIT_BUDGET': 979.5248464811565, 'INITIAL_MARGIN_PER_UNIT': 14.429606993405766, 'MAX_TRADING_CAPITAL_FOR_UNITS': 70326.30154457659, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.429606993405766, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029498212704126186, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 128, 'PENALTY_DURATION_MULTIPLIER': 2.2929863319774744, 'MAX_PENALTY_DURATION_HOURS': 601, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6206586860742771, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 61, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3660}
|
{'small_calls': {'min_pnl_target': 0.03398262175365284, 'max_pnl_target': 0.1580741273470318, 'max_calls_for_rule': 36}, 'moderate_calls': {'min_pnl_target': 0.06337981386702321, 'max_pnl_target': 0.25205884660005146, 'max_calls_for_rule': 53}}
|
1,695 |
BNBUSD
|
{'omega': 3.6603242205339734, 'alpha': [0.12456684840626173], 'beta': [0.8734331515937382], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 39.2967, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 401.4153510404649, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 285, 'MAX_CONCURRENT_UNITS': 84, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 132589.26330860727, 'LEVERAGE': 73, 'UNIT_BUDGET': 1573.473645360151, 'INITIAL_MARGIN_PER_UNIT': 5.4988404252118475, 'MAX_TRADING_CAPITAL_FOR_UNITS': 132589.26330860727, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.4988404252118475, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003253286425590898, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 149, 'PENALTY_DURATION_MULTIPLIER': 2.0408116451832727, 'MAX_PENALTY_DURATION_HOURS': 824, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.12012285277369077, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 139, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 8340}
|
{'small_calls': {'min_pnl_target': 0.014621470979973464, 'max_pnl_target': 0.06841026212613996, 'max_calls_for_rule': 159}, 'moderate_calls': {'min_pnl_target': 0.07698041276030158, 'max_pnl_target': 0.21400218726495818, 'max_calls_for_rule': 233}}
|
1,696 |
BTCUSD
|
{'omega': 1.751295145656686, 'alpha': [0.08541849751494937], 'beta': [0.9125815024850507], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.095481323602163, 'historical_segment_start_price': 8042.43, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 355.36934941254384, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 84, 'MAX_CONCURRENT_UNITS': 279, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 137507.55061329622, 'LEVERAGE': 62, 'UNIT_BUDGET': 492.53889245714277, 'INITIAL_MARGIN_PER_UNIT': 5.73176370020232, 'MAX_TRADING_CAPITAL_FOR_UNITS': 137507.55061329622, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.73176370020232, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003282460940232698, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 157, 'PENALTY_DURATION_MULTIPLIER': 2.96101873419319, 'MAX_PENALTY_DURATION_HOURS': 1157, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.19485492943591048, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 57, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 3420}
|
{'small_calls': {'min_pnl_target': 0.03696855117443949, 'max_pnl_target': 0.12366682043429449, 'max_calls_for_rule': 34}, 'moderate_calls': {'min_pnl_target': 0.09527889913972457, 'max_pnl_target': 0.24905607158271506, 'max_calls_for_rule': 58}}
|
1,697 |
GOOGLUSD
|
{'omega': 0.2355890060843236, 'alpha': [0.0857714690628442], 'beta': [0.8441233115288076], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.023644239661204113, 'historical_segment_start_price': 1890.73, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 217.81170284844796, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 359, 'MAX_CONCURRENT_UNITS': 39, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 80187.04095040803, 'LEVERAGE': 39, 'UNIT_BUDGET': 2012.4525684074526, 'INITIAL_MARGIN_PER_UNIT': 5.584915457652512, 'MAX_TRADING_CAPITAL_FOR_UNITS': 80187.04095040803, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.584915457652512, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0032316254563072018, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 66, 'PENALTY_DURATION_MULTIPLIER': 2.1416055708368726, 'MAX_PENALTY_DURATION_HOURS': 506, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3102040540931364, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 142, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 8520}
|
{'small_calls': {'min_pnl_target': 0.0357166797917474, 'max_pnl_target': 0.14493414955101905, 'max_calls_for_rule': 137}, 'moderate_calls': {'min_pnl_target': 0.0855539386254214, 'max_pnl_target': 0.2304952669377323, 'max_calls_for_rule': 318}}
|
1,698 |
NIFTYIT
|
{'omega': 0.29671142354071395, 'alpha': [0.09271088270250934], 'beta': [0.9052891172974907], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.782614088175782, 'historical_segment_start_price': 31769.7, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 207.67393908694427, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 42, 'MAX_CONCURRENT_UNITS': 309, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 127311.74818917447, 'LEVERAGE': 22, 'UNIT_BUDGET': 410.7048426564902, 'INITIAL_MARGIN_PER_UNIT': 9.439724503952013, 'MAX_TRADING_CAPITAL_FOR_UNITS': 127311.74818917447, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.439724503952013, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004812686170300168, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 71, 'PENALTY_DURATION_MULTIPLIER': 2.3224893245256597, 'MAX_PENALTY_DURATION_HOURS': 1110, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4442299816153318, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 109, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 6540}
|
{'small_calls': {'min_pnl_target': 0.04538261519792944, 'max_pnl_target': 0.12691594660853142, 'max_calls_for_rule': 16}, 'moderate_calls': {'min_pnl_target': 0.08014339310743977, 'max_pnl_target': 0.20868585272667128, 'max_calls_for_rule': 31}}
|
1,699 |
BTCUSD
|
{'omega': 0.13940833111893275, 'alpha': [0.08226556322146285], 'beta': [0.915734436778537], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 70897.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1264.1196531179125, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 147, 'MAX_CONCURRENT_UNITS': 120, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 187699.23030210033, 'LEVERAGE': 121, 'UNIT_BUDGET': 1551.3432727162474, 'INITIAL_MARGIN_PER_UNIT': 10.447269860478617, 'MAX_TRADING_CAPITAL_FOR_UNITS': 187699.23030210033, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.447269860478617, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004038203085205403, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 118, 'PENALTY_DURATION_MULTIPLIER': 2.1216274711322543, 'MAX_PENALTY_DURATION_HOURS': 265, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7355839601789945, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 62, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 16, 'NON_TRADEABLE_WINDOW': 3720}
|
{'small_calls': {'min_pnl_target': 0.027897642964920703, 'max_pnl_target': 0.1131491053513722, 'max_calls_for_rule': 81}, 'moderate_calls': {'min_pnl_target': 0.08138394844382273, 'max_pnl_target': 0.2968658723809347, 'max_calls_for_rule': 114}}
|
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